The volatility of consumption-based stochastic discount factors and economic cycles.
Nieto, Belén.
The volatility of consumption-based stochastic discount factors and economic cycles.
This paper aims to assess the macroeconomic and financial impact of economic uncertainty using information contained in the second moments of financial risk factors employed in the asset pricing literature.
0378-4266
Ciclos económicos.
The volatility of consumption-based stochastic discount factors and economic cycles.
This paper aims to assess the macroeconomic and financial impact of economic uncertainty using information contained in the second moments of financial risk factors employed in the asset pricing literature.
0378-4266
Ciclos económicos.