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

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