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Publication Year:
1996
Journals:
Journal of Applied Econometrics
Formats:
2s
ext
fcs
fcs
out
James D. Hamilton
;
Gang Lin
Stock market volatility and the business cycle (replication data)
This paper investigates the joint time series behavior of monthly stock returns and growth in industrial production. We find that stock returns are well characterized by...
DOI:10.15456/jae.2022313.1255876714
TXT
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