Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities

Gabriel Perez-Quiros and Allan Timmermann
Authors registered in the RePEc Author Service: Gabriel Perez Quiros

Journal of Econometrics, 2001, vol. 103, issue 1-2, 259-306

Date: 2001
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Working Paper: Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities (2001)
Working Paper: Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities (2001)
Working Paper: Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities (2000)
Working Paper: Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:103:y:2001:i:1-2:p:259-306

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