Why are Asset Returns More Volatile during Recessions? A Theoretical Explanation
Download full text from publisher
Other versions of this item:
- Monique Ebell, 2000. "Why Are Asset Returns More Volatile During Recessions? A Theoretical Explanation," Computing in Economics and Finance 2000 355, Society for Computational Economics.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Zeng, Songlin & Bec, Frédérique, 2015.
"Do stock returns rebound after bear markets? An empirical analysis from five OECD countries,"
Journal of Empirical Finance,
Elsevier, vol. 30(C), pages 50-61.
- Frédérique BEC & Songlin ZENG, 2013. "Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries," THEMA Working Papers 2013-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Frédérique Bec & Annabelle de Gaye, 2019. "Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains ," Working Papers hal-02014663, HAL.
- Duncan, Roberto, 2016.
"Does the US current account show a symmetric behavior over the business cycle?,"
International Review of Economics & Finance,
Elsevier, vol. 41(C), pages 202-219.
- Roberto Duncan, 2015. "Does the US current account show a symmetric behavior over the business cycle?," Globalization Institute Working Papers 253, Federal Reserve Bank of Dallas, revised 01 Sep 2015.
- Roberto Duncan, 2015. "Does the US Current Account Show a Symmetric Behavior over the Business Cycle?," Working Papers 2015-51, Peruvian Economic Association.
- Hess, Martin K., 2003. "What drives Markov regime-switching behavior of stock markets? The Swiss case," International Review of Financial Analysis, Elsevier, vol. 12(5), pages 527-543.
- Van Nieuwerburgh, Stijn & Veldkamp, Laura, 2006. "Learning asymmetries in real business cycles," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 753-772, May.
- Martin Hess, 2006. "Timing and diversification: A state-dependent asset allocation approach," The European Journal of Finance, Taylor & Francis Journals, vol. 12(3), pages 189-204.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FMK-2001-05-02 (Financial Markets)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:szg:worpap:0101. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (library). General contact details of provider: https://szgerzensee.ch/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.