Revisiting the intertemporal risk–return relation: asymmetrical effect of unexpected volatility shocks (Q5247940)
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scientific article; zbMATH DE number 6431022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Revisiting the intertemporal risk–return relation: asymmetrical effect of unexpected volatility shocks |
scientific article; zbMATH DE number 6431022 |
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Revisiting the intertemporal risk–return relation: asymmetrical effect of unexpected volatility shocks (English)
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27 April 2015
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empirical finance
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asset pricing
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asymmetry
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financial time series
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intertemporal micro-financial economics
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