International stochastic discount factors and covariance risk





Faculty/Professorship: Banking and Financial Control  
Author(s): Branger, Nicole; Herold, Michael  ; Muck, Matthias
Title of the Journal: Journal of Banking & Finance
ISSN: 0378-4266
Publisher Information: Amsterdam : Elsevier North-Holland
Year of publication: 2021
Volume: 123
Issue: February, 106018
Language(s): English
DOI: 10.1016/j.jbankfin.2020.106018
Peer Reviewed: Ja
International Distribution: Ja
Document Type: Article
URI: https://fis.uni-bamberg.de/handle/uniba/49043
Release Date: 8. December 2020