Work

Macroeconomic risks and characteristic-based factor models

Year: 2009

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2009.12.006

Authors: Kevin Aretz, Söhnke M. Bartram, Peter F. Pope

Institution: Lancaster 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: W2244022646

FWCI: 16.35

Cites: 28

Cited by: 135

Related to: 10