مرکز منطقه ای اطلاع رساني علوم و فناوري - Asymmetric stock market volatility and the cyclical behavior of expected returns

Title of article :

Asymmetric stock market volatility and the cyclical behavior of expected returns

Author/Authors :

Antonio Mele، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

446

To page :

478

Keywords :

Pricingkernelrestrictions , Countercyclical volatility , Risk-adjusted discount rates , Countercyclical price-sensitivity

Journal title :

Journal of Financial Economics

Serial Year :

2007

Journal title :

Journal of Financial Economics

Record number :

257975

Link To Document :