Stock Market Cross-Sectional Skewness and Business Cycle Fluctuations
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DOI: 10.17016/IFDP.2018.1223
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More about this item
Keywords
Cross-Sectional Skewness; Business Cycle Fluctuations; Financial Channel;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BEC-2018-03-19 (Business Economics)
- NEP-DGE-2018-03-19 (Dynamic General Equilibrium)
- NEP-FMK-2018-03-19 (Financial Markets)
- NEP-MAC-2018-03-19 (Macroeconomics)
- NEP-ORE-2018-03-19 (Operations Research)
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