@misc{AndersenBollerslevDieboldetal.2005,
  author    = {Torben G. Andersen and Tim Bollerslev and Francis X. Diebold and Ginger Wu},
  title     = {A framework for exploring the macroeconomic determinants of systematic risk},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2005,04},
  number    = {January 2005},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2005, 04},
  type      = {workingpaper},
  year        = {2005},
}