Matches in SemOpenAlex for { <https://semopenalex.org/work/W155204442> ?p ?o ?g. }
- W155204442 abstract "Deviations of national industrial production indexes from trend explain time variation in excess returns on the G7 countries' stock markets. This paper highlights that this finding is driven by a global, common component in the national production gaps. The global component is not a mirror image of the U.S. business cycle. Quite to the contrary, a rest-ofthe-world production gap explains time variation in U.S. stock market excess returns while the U.S.-specific production gap does not. However, both U.S.-specific and global gap components explain time-varying excess returns on U.S. bonds. The relative importance of the U.S.-specific risk gap increases with the maturity of bonds." @default.
- W155204442 created "2016-06-24" @default.
- W155204442 creator A5024148421 @default.
- W155204442 date "2012-01-01" @default.
- W155204442 modified "2023-09-27" @default.
- W155204442 title "Global and country-specific business cycle risk in time-varying excess returns on asset markets" @default.
- W155204442 cites W1515704517 @default.
- W155204442 cites W1970035215 @default.
- W155204442 cites W1985358018 @default.
- W155204442 cites W2003566625 @default.
- W155204442 cites W2007682563 @default.
- W155204442 cites W2015800048 @default.
- W155204442 cites W2026416204 @default.
- W155204442 cites W2026605399 @default.
- W155204442 cites W2083476133 @default.
- W155204442 cites W2089556049 @default.
- W155204442 cites W2096136442 @default.
- W155204442 cites W2098747628 @default.
- W155204442 cites W2111187892 @default.
- W155204442 cites W2116399596 @default.
- W155204442 cites W2133641513 @default.
- W155204442 cites W2145713680 @default.
- W155204442 cites W2149180867 @default.
- W155204442 cites W2164212499 @default.
- W155204442 cites W3021353747 @default.
- W155204442 cites W3021527028 @default.
- W155204442 cites W3023412504 @default.
- W155204442 cites W3023877248 @default.
- W155204442 cites W3023906401 @default.
- W155204442 cites W3121238223 @default.
- W155204442 cites W3121421165 @default.
- W155204442 cites W3121768797 @default.
- W155204442 cites W3121790069 @default.
- W155204442 cites W3122020290 @default.
- W155204442 cites W3122829783 @default.
- W155204442 cites W3123226880 @default.
- W155204442 cites W3123241948 @default.
- W155204442 cites W3123807494 @default.
- W155204442 cites W3124013859 @default.
- W155204442 cites W3124126674 @default.
- W155204442 cites W3124278702 @default.
- W155204442 cites W3124363036 @default.
- W155204442 cites W3124438330 @default.
- W155204442 cites W3124478777 @default.
- W155204442 cites W3124485385 @default.
- W155204442 cites W3124677946 @default.
- W155204442 cites W3125381239 @default.
- W155204442 cites W3125722723 @default.
- W155204442 cites W3125794914 @default.
- W155204442 cites W3125818123 @default.
- W155204442 cites W3126059480 @default.
- W155204442 hasPublicationYear "2012" @default.
- W155204442 type Work @default.
- W155204442 sameAs 155204442 @default.
- W155204442 citedByCount "0" @default.
- W155204442 crossrefType "posted-content" @default.
- W155204442 hasAuthorship W155204442A5024148421 @default.
- W155204442 hasConcept C10138342 @default.
- W155204442 hasConcept C106159729 @default.
- W155204442 hasConcept C139719470 @default.
- W155204442 hasConcept C149782125 @default.
- W155204442 hasConcept C162324750 @default.
- W155204442 hasConcept C166957645 @default.
- W155204442 hasConcept C204036174 @default.
- W155204442 hasConcept C205649164 @default.
- W155204442 hasConcept C2778348673 @default.
- W155204442 hasConcept C2779343474 @default.
- W155204442 hasConcept C2780299701 @default.
- W155204442 hasConcept C2991665230 @default.
- W155204442 hasConcept C556758197 @default.
- W155204442 hasConcept C69738904 @default.
- W155204442 hasConcept C83873408 @default.
- W155204442 hasConceptScore W155204442C10138342 @default.
- W155204442 hasConceptScore W155204442C106159729 @default.
- W155204442 hasConceptScore W155204442C139719470 @default.
- W155204442 hasConceptScore W155204442C149782125 @default.
- W155204442 hasConceptScore W155204442C162324750 @default.
- W155204442 hasConceptScore W155204442C166957645 @default.
- W155204442 hasConceptScore W155204442C204036174 @default.
- W155204442 hasConceptScore W155204442C205649164 @default.
- W155204442 hasConceptScore W155204442C2778348673 @default.
- W155204442 hasConceptScore W155204442C2779343474 @default.
- W155204442 hasConceptScore W155204442C2780299701 @default.
- W155204442 hasConceptScore W155204442C2991665230 @default.
- W155204442 hasConceptScore W155204442C556758197 @default.
- W155204442 hasConceptScore W155204442C69738904 @default.
- W155204442 hasConceptScore W155204442C83873408 @default.
- W155204442 hasLocation W1552044421 @default.
- W155204442 hasOpenAccess W155204442 @default.
- W155204442 hasPrimaryLocation W1552044421 @default.
- W155204442 hasRelatedWork W141008871 @default.
- W155204442 hasRelatedWork W1498825463 @default.
- W155204442 hasRelatedWork W1560943202 @default.
- W155204442 hasRelatedWork W1582758686 @default.
- W155204442 hasRelatedWork W1823830728 @default.
- W155204442 hasRelatedWork W1845534765 @default.
- W155204442 hasRelatedWork W2008904433 @default.
- W155204442 hasRelatedWork W2087609172 @default.
- W155204442 hasRelatedWork W2132286633 @default.
- W155204442 hasRelatedWork W2148894694 @default.