Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities
| Year of publication: |
2001
|
|---|---|
| Authors: | Perez-Quiros, Gabriel ; Timmermann, Allan |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 103.2001, 1-2, p. 259-306
|
| Publisher: |
Elsevier |