The Relationship between Risk and Expected Return in Europe

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

ISSN: 1988-088X

Year of publication: 2005

Issue: 8

Type: Working paper

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Abstract

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

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