search query: @author Restoy, F. / total: 4
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| Author: | Rodríguez, R. Restoy, F. Peña, J.I. |
| Title: | Can output explain the predictability and volatility of stock returns? |
| Journal: | Journal of International Money and Finance
2002 : APR, VOL. 21:2, p. 163-182 |
| Index terms: | OUTPUT PRICING STOCK RETURNS VOLATILITY |
| Language: | eng |
| Abstract: | This paper examines whether a general equilibrium asset pricing model can explain two important empirical regularities of asset returns, extensively documented in the literature: 1) returns can be predicted by a set of macro variables, and 2) returns are very volatile. |
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