The relationship between risk and expected return in Europe

Journal of Banking and Finance

Volumn 31, Issue 2, 2007, Pages 495-512

  León, Ángel ^a   Nave, Juan M ^b   Rubio, Gonzalo ^c  

^a UNIVERSITY OF ALICANTE   (Spain)

^b UNIVERSIDAD CEU CARDENAL HERRERA   (Spain)

^c UNIVERSITY OF THE BASQUE COUNTRY UPV EHU   (Spain)

Author keywords

Integration of financial markets; Multivariate MIDAS; Risk return trade off

Indexed keywords

EID: 33846626430     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2006.07.011     Document Type: Article

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