Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

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Publication:6616601

DOI10.1080/07350015.2015.1061436zbMATH Open1546.62952MaRDI QIDQ6616601

Author name not available (Why is that?)

Publication date: 9 October 2024

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