Nieto, Belén. <br/><br/>
The volatility of consumption-based stochastic discount factors and economic cycles. 

<br/><br/> 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. 
<br/><br/><label>ISSN: </label>0378-4266 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Ciclos económicos.