Title:

Asset Returns under Model Uncertainty: Evidence from the Euro Area, the US and the UK

Authors:

João Miguel Sousa (European Central Bank)
Ricardo Sousa (U Minho, LSE)

Journal:

Computational Economics

Year:

2019

Volume:

54

Number:

1

Pages:

139-176

JEL code:

G12 - Asset Pricing; Trading volume; Bond Interest Rates

DOI:

10.1007/s10614-017-9696-2