procs.ext
Creators:
James D. Hamilton
;
Gang Lin
From the dataset abstract
This paper investigates the joint time series behavior of monthly stock returns and growth in industrial production. We find that stock returns are well characterized by year-long...
Source: Stock market volatility and the business cycle (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.novadigm.EXT |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/d1358f6f-e87f-4ac5-8558-553e3be196c3/resource/b96d8147-f2e5-40f0-b862-37c2b11cec8d/download/procs.ext |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
