The Relationship between Risk and Expected Return in Europe

  1. Nave Pineda, Juan M.
  2. Rubio Irigoyen, Gonzalo
  3. León Valle, Angel
Revista:
DFAE-II WP Series

ISSN: 1988-088X

Any de publicació: 2005

Número: 8

Tipus: Document de treball

Altres publicacions en: DFAE-II WP Series

Resum

risk-return trade-off, hedging component, MIDAS, conditional variance