Can output explain the predictability and volatility of stock returns?

Journal of International Money and Finance

Volumn 21, Issue 2, 2002, Pages 163-182

  Rodríguez, Rosa ^a   Restoy, Fernando ^b   Peña, J Ignacio ^c  

^a UNIVERSIDAD EUROPEA DE MADRID   (Spain)

^b BANCO DE ESPAÑA   (Spain)

^c UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Asset returns; Generalized isoelastic preferences; Real activity; Volatility

Indexed keywords

EID: 0036194203     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0261-5606(01)00044-4     Document Type: Article

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