Show simple item record

Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

dc.contributor.authorBianchi, Den_US
dc.contributor.authorGuidolin, Men_US
dc.contributor.authorRavazzolo, Fen_US
dc.date.accessioned2019-11-13T12:17:48Z
dc.date.issued2017-01-02en_US
dc.identifier.issn0735-0015en_US
dc.identifier.urihttps://qmro.qmul.ac.uk/xmlui/handle/123456789/61342
dc.format.extent110 - 129en_US
dc.languageenen_US
dc.language.isoenen_US
dc.publisherInforma UK Limiteden_US
dc.relation.ispartofJournal of Business & Economic Statisticsen_US
dc.titleMacroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Sectionen_US
dc.typeArticle
dc.rights.holder© 2019 Informa UK Limited
dc.identifier.doi10.1080/07350015.2015.1061436en_US
pubs.issue1en_US
pubs.notesNot knownen_US
pubs.publication-statusPublisheden_US
pubs.volume35en_US
rioxxterms.funderDefault funderen_US
rioxxterms.identifier.projectDefault projecten_US


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record