The Relationship between Risk and Expected Return in Europe
- Nave Pineda, Juan M.
- Rubio Irigoyen, Gonzalo
- León Valle, Angel
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