Cookies?
Library Header Image
LSE Research Online LSE Library Services

Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities

Perez-Quiros, Gabriel and Timmermann, Allan (2001) Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities. Journal of Econometrics, 103 (1-2). pp. 259-306. ISSN 0304-4076

Full text not available from this repository.
Identification Number: 10.1016/S0304-4076(01)00045-8
Item Type: Article
Official URL: http://www.elsevier.com/wps/find/journaldescriptio...
Additional Information: © 2001 Elsevier Science
Divisions: LSE
Subjects: H Social Sciences > HB Economic Theory
Date Deposited: 18 Nov 2008 14:19
Last Modified: 20 Oct 2021 03:10
URI: http://eprints.lse.ac.uk/id/eprint/18485

Actions (login required)

View Item View Item