Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Volume
35
Pagination
110 - 129
Publisher
DOI
10.1080/07350015.2015.1061436
Journal
Journal of Business & Economic Statistics
Issue
ISSN
0735-0015
Metadata
Show full item recordAuthors
Bianchi, D; Guidolin, M; Ravazzolo, FCollections
- Economics and Finance [371]