Conference Paper

Stock returns and volatility: pricing the long-run and short-run components of market risk


Keywords: Stock market; Risk management;

Status: Published in Financial market risk premiums: time variation and macroeconomic links (Federal Reserve Board, Washington, D.C., July 21-22, 2005)

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Provider: Board of Governors of the Federal Reserve System (U.S.)

Part of Series: Proceedings

Publication Date: 2005