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

DOI10.1080/07350015.2015.1061436MaRDI QIDQ6616601zbMATH OpenFDO

Authors Daniele Bianchi, Massimo Guidolin, Francesco Ravazzolo

Publication date 9 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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