The Time-Variation of Risk and Return in the Foreign Exchange and Stock Markets
收藏NBER1988-05-01 更新2025-01-04 收录
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https://www.nber.org/papers/w2573
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资源简介：
Recent empirical work indicates that, in a variety of financial markets, both conditional expectations and conditional variances of returns are time- varying. The purpose of this paper is to determine whether these joint fluctuations of conditional first and second moments are consistent with the
提供机构：
美国国家经济研究局
创建时间：
1988-05-01
