Estimation results from the QR-GARCH-M model indicate that there is statistically significant variation in U.S. excess stock returns over the business cycle.

Authors

• Person: Not available Organization: Cambridge University Press
  Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle

Sources

• Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle www.cambridge.org Cambridge University Press via serper

Referenced by nodes (1)

• U.S. location