Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
- Submitting institution
-
Queen Mary University of London
- Unit of assessment
- 16 - Economics and Econometrics
- Output identifier
- 878
- Type
- D - Journal article
- DOI
-
10.1080/07350015.2015.1061436
- Title of journal
- Journal of Business & Economic Statistics
- Article number
- -
- First page
- 110
- Volume
- 35
- Issue
- 1
- ISSN
- 0735-0015
- Open access status
- Out of scope for open access requirements
- Month of publication
- January
- Year of publication
- 2017
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- 17 - Business and Management Studies
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
2
- Research group(s)
-
-
- Citation count
- 6
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
