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
33
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