Campbell, Sean D.; Diebold, Francis X. - Center for Financial Studies - 2005
Keywords: Business Cycle, Expected Equity Returns, Prediction, Livingston Survey, Risk
Aversion, Equity Premium, Risk Premium … expect to
find evidence of it from forecasting regressions of excess returns on macroeconomic
variables over business cycle …, forthcoming.
Hamilton, J.D. and Lin, G. (1996), “Stock Market Volatility and the Business Cycle,” Journal of
Applied Econometrics …