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http://worldcat.org/entity/work/id/197965105

A Framework for Exploring the Macroeconomic Determinants of Systematic Risk

"We selectively survey, unify and extend the literature on realized volatility of financial asset returns. Rather than focusing exclusively on characterizing the properties of realized volatility, we progress by examining economically interesting functions of realized volatility, namely realized betas for equity portfolios, relating them both to their underlying realized variance and covariance parts and to underlying macroeconomic fundamentals"--National Bureau of Economic Research web site.

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  • "We selectively survey, unify and extend the literature on realized volatility of financial asset returns. Rather than focusing exclusively on characterizing the properties of realized volatility, we progress by examining economically interesting functions of realized volatility, namely realized betas for equity portfolios, relating them both to their underlying realized variance and covariance parts and to underlying macroeconomic fundamentals."
  • ""We selectively survey, unify and extend the literature on realized volatility of financial asset returns. Rather than focusing exclusively on characterizing the properties of realized volatility, we progress by examining economically interesting functions of realized volatility, namely realized betas for equity portfolios, relating them both to their underlying realized variance and covariance parts and to underlying macroeconomic fundamentals"--National Bureau of Economic Research web site."@en

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  • "Online-Publikation"

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  • "A framework form exploring the macroeconomic determinants of systematic risk"
  • "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk"
  • "A Framework for Exploring the Macroeconomic Determinants of Systematic Risk"@en
  • "A framework for exploring the macroeconomic determinants of systematic risk"
  • "A framework for exploring the macroeconomic determinants of systematic risk"@en
  • "A framework for exploring the macroeconomic determinants of systemic risk"

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