TY  - BOOK
AU  - Nieto,Belén
AU  - Rubio,Gonzalo
TI  - The volatility of consumption-based stochastic discount factors and economic cycles
SN  - 0378-4266
KW  - Ciclos económicos
N2  - 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
ER  -