Title:

Time Varying Betas and the Unconditional Distribution of Asset Returns

Authors:

Maria Céu Cortez (U Minho)
Manuel Rocha Armada (U Minho)
Florinda Silva (U Minho)
Christopher J. Adcock (U Sheffield)

Journal:

Quantitative Finance

Year:

2012

Volume:

12

Pages:

951-967

JEL code:

G12 - Asset Pricing; Trading volume; Bond Interest Rates