Cappiello, Lorenzo (contributor); … - 2005
similar in the two countries after 1999.
Keywords: Intertemporal CAPM, business cycles, GARCH-in-Mean
JEL classification …
production, oil price, inflation, business cycle proxies, term structure or interest rates are related to
consumption and …: in times of
business cycle troughs, investors might be willing to hold equities even at a premium, indicating that …