The intertemporal risk-return relation: A bivariate model approach Article

Jiang, Xiaoquan, Lee, Bong-Soo. (2014). The intertemporal risk-return relation: A bivariate model approach . Journal of financial markets, 18 158-181. 10.1016/j.finmar.2013.02.002

keywords

  • Bivariate moving average representation
  • Business & Economics
  • Business, Finance
  • EXPECTED RETURN
  • Intertemporal risk-return relation
  • MARKET
  • PREMIUM
  • REGRESSIONS
  • STOCK RETURNS
  • Social Sciences
  • TRADEOFF
  • VOLATILITY

Digital Object Identifier (DOI)

start page

  • 158

end page

  • 181

volume

  • 18