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~isPartOf:"Working papers / Innocenzo Gasparini Institute for Economic Research"
~person:"Bekaert, Geert"
~person:"Guidolin, Massimo"
~subject:"Volatilität"
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Macroeconomic factors strike back : a Bayesian change-point model of time-varying risk exposures and premia in the U.S. cross-section
Bianchi, Daniele
;
Guidolin, Massimo
;
Ravazzolo, Francesco
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2015
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This version: June 6, 2015
Persistent link: https://www.econbiz.de/10011809314
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