On the relationship between (EGARCH) Idiosyncratic Risk and Expected Returns and the effects of the COVID-19 pandemic

Additional Metadata
Keywords	idiosyncratic risk; EGARCH; cross-sectional returns; STOXX 600 Europe; Fama-French three factors
Thesis Advisor	Cocco, G
Persistent URL	hdl.handle.net/2105/63190
Series	Business Economics
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Sweerts de Landas, J.L.F. (2022, September). On the relationship between (EGARCH) Idiosyncratic Risk and Expected Returns and the effects of the COVID-19 pandemic. Business Economics. Retrieved from http://hdl.handle.net/2105/63190

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