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A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES
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- Journal:
- Macroeconomic Dynamics / Volume 18 / Issue 4 / June 2014
- Published online by Cambridge University Press:
- 18 March 2013, pp. 838-862
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Risk-Return Tradeoff in U.S. Stock Returns over the Business Cycle
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 47 / Issue 1 / February 2012
- Published online by Cambridge University Press:
- 15 December 2011, pp. 137-158
- Print publication:
- February 2012
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