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Journal Article

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Jin (Ginger) Wu
The American Economic Review
Vol. 95, No. 2, Papers and Proceedings of the One Hundred Seventeenth Annual Meeting of the American Economic Association, Philadelphia, PA, January 7-9, 2005 (May, 2005), pp. 398-404
Stable URL: http://www.jstor.org/stable/4132855
Page Count: 7
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A Framework for Exploring the Macroeconomic Determinants of Systematic Risk
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