Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section

• Series
  Seminars Econometric Institute
• Speaker(s)
  Massimo Guidolin (Bocconi University, Italy)
• Field
  Econometrics

• Location
  Rotterdam
• Date and time

  November 14, 2013
  00:00