Work

Macrofactor Conditional Volatilities, Time‐Varying Risk Premia and Stock Return Behavior

Year: 1996

Type: article

Source: Financial Review

DOI: 10.1111/j.1540-6288.1996.tb00869.x

Authors: George Koutoulas, Lawrence Kryzanowski

Institutions: University of Lethbridge, Concordia University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1997326489

FWCI: 3.989

Cites: 25

Cited by: 47

Related to: 10