Skip to content
Log in
Home
Datasets
Search Datasets
datasets
journals
info
1 dataset found
Newest
Oldest
Relevance
Popular
Name Ascending
Name Descending
Last Modified
Issue Ascending
Issue Descending
Go
Journals:
Journal of Applied Econometrics
Formats:
TXT
dat
fcs
out
pro
pro
smo
smo
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
dat
fil
out
pro
smo
var
2s
ext
fcs
