Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Volumes: 11 Formats: 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
