Assets returns volatility and investment horizon: The French case
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- Bec, Frédérique & Gollier, Christian, 2006. "Assets Returns Volatility and Investment Horizon: The French Case," IDEI Working Papers 467, Institut d'Économie Industrielle (IDEI), Toulouse, revised 30 Nov 2008.
- FrÃ©dÃ©rique Bec & Christian Gollier, 2009. "Assets Returns Volatility and Investment Horizon: The French Case," CESifo Working Paper Series 2622, CESifo Group Munich.
References listed on IDEAS
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More about this item
KeywordsAsset return predictability; Investment horizon; Vector Autoregression.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-04-04 (All new papers)
- NEP-FMK-2008-04-04 (Financial Markets)
- NEP-MAC-2008-04-04 (Macroeconomics)
- NEP-RMG-2008-04-04 (Risk Management)
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