The Conditional CAPM, Cross-Section Returns and Stochastic Volatility
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- repec:mes:emfitr:v:52:y:2016:i:1:p:52-65 is not listed on IDEAS
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More about this item
KeywordsFinancial Economics; Macroeconomics and Monetary Economics; Equity Premium Puzzle; Fama-French Model;
- E00 - Macroeconomics and Monetary Economics - - General - - - General
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- G01 - Financial Economics - - General - - - Financial Crises
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