Asymmetric stock market volatility and the cyclical bahavior of expected returns
Year of publication: |
2007
|
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Authors: | Mele, Antonio |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 86.2007, 2, p. 446-478
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Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation | Konjunktur | Business cycle | Theorie | Theory |
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