The volatility of consumption-based stochastic discount factors and economic cycles

  1. Nieto, B.
  2. Rubio, G.
Journal:
Journal of Banking and Finance

ISSN: 0378-4266

Year of publication: 2011

Volume: 35

Issue: 9

Pages: 2197-2216

Type: Article

DOI: 10.1016/J.JBANKFIN.2011.01.021 GOOGLE SCHOLAR
Data source: Scopus