A framework for exploring the macroeconomic determinants of systematic risk

Torben G. Andersen*, Tim Bollerslev, Francis X. Diebold, Jin Wu, Michael Brandt

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

56 Scopus citations
Original languageEnglish (US)
Pages (from-to)398-404
Number of pages7
JournalAmerican Economic Review
Issue number2
StatePublished - May 2005

ASJC Scopus subject areas

  • Economics and Econometrics

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