Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section
Massimo Guidolin (Bocconi University, Italy)
- Seminars Econometric Institute
Massimo Guidolin (Bocconi University, Italy)
Marcos Vera Hernández (University College London, United Kingdom)
Laurens Swinkels (ESE and NBIM) and Fieke van der Lecq (ESE)
Daniel Paravisini (London School of Economics and Political Science, United Kingdom)
Eric van den Steen (Harvard Business School, United States)
Xiao Xiao (Erasmus University Rotterdam)
Peter deMarzo (Stanford University, United States)
Miriam Krueger (University of Frankfurt, Germany)
Olivier Herlem (Erasmus University Rotterdam)
Menelaos Karanasos (Brunel University, United Kingdom)
Egemen Genc (Erasmus University Rotterdam)
Eric Zitzewitz (Dartmouth College, United States)
Frans van Winden (University of Amsterdam)
Jonathan Attey (Erasmus University Rotterdam0
Otilia Boldea (University of Tilburg)
Jefferson Duarte (Rice University, Houston, Texas, United States of America)
Erwin Bulte (Wageningen University, The Netherlands)
Christian Ewerhart (University of Zürich, Switzerland)
Violeta Misheva (Erasmus University Rotterdam)
Mathijs van Dijk (RSM, Erasmus University Rotterdam)