Macroeconomic Factors Strike Back: A Bayesian Change Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross Section
With Massimo Guidolin and Francesco Ravazzolo. Journal of Business and Economic Statistics, 2017, Vol. 35, No. 1.
With Massimo Guidolin and Francesco Ravazzolo. Journal of Business and Economic Statistics, 2017, Vol. 35, No. 1.