The changing sensitivity of realized portfolio betas to U.S. output growth: An analysis based on real-time data

✍ Scribed by Renatas Kizys; Christian Pierdzioch

• Book ID: 116636284
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 425 KB
• Volume: 63
• Category: Article
• ISSN: 0148-6195
• DOI: 10.1016/j.jeconbus.2010.11.002