The extreme temperature factor in asset pricing models: Evidence from Europe
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DOI: 10.1016/j.frl.2024.105620
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More about this item
Keywords
Asset pricing model; Multifactor model; Temperature factor; Temperature shocks;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
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