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International stochastic discount factors and covariance risk
Branger, Nicole; Herold, Michael; Muck, Matthias (2021): International stochastic discount factors and covariance risk, in: Journal of Banking & Finance, Amsterdam: Elsevier North-Holland, Jg. 123, Nr. February, 106018, doi: 10.1016/j.jbankfin.2020.106018.
Faculty/Chair:
Author:
Title of the Journal:
Journal of Banking & Finance
ISSN:
0378-4266
Publisher Information:
Year of publication:
2021
Volume:
123
Issue:
February, 106018
Language:
English
Peer Reviewed:
Yes:
International Distribution:
Yes:
Type:
Article
Activation date:
December 8, 2020
Permalink
https://fis.uni-bamberg.de/handle/uniba/49043