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%0 Journal Article
%1 Perez-Quiros2001
%A Perez-Quiros, Gabriel
%A Timmermann, Allan
%D 2001
%J Journal of Econometrics
%K Business cycle risk
%N 1-2
%P 259--306
%T Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities
%U http://www.sciencedirect.com/science/article/B6VC0-436FD85-8/2/824209912c94ef204d3a73262569ba91
%V 103
@article{Perez-Quiros2001,
added-at = {2008-04-21T22:02:42.000+0200},
author = {Perez-Quiros, Gabriel and Timmermann, Allan},
biburl = {https://www.bibsonomy.org/bibtex/2c5556077ec03bc0c01646206fcd0c9cf/smicha},
description = {Journal of Econometrics},
interhash = {4230a20b07d2c6bf661b2b5c3dbbf331},
intrahash = {c5556077ec03bc0c01646206fcd0c9cf},
journal = {Journal of Econometrics},
keywords = {Business cycle risk},
month = Jul,
number = {1-2},
pages = {259--306},
timestamp = {2008-04-21T22:04:52.000+0200},
title = {Business cycle asymmetries in stock returns: Evidence from higher order moments and conditional densities},
url = {http://www.sciencedirect.com/science/article/B6VC0-436FD85-8/2/824209912c94ef204d3a73262569ba91},
volume = 103,
year = 2001
}