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- W1844807786 abstract "Using dynamic conditional correlations (DCCs), we estimate the time-varying relationship between stock market returns and output growth based on monthly data for the US over the 1964:01 to 2012:07 time period. We demonstrate that in general, this relationship is positive and present during the entire study period. Furthermore, our findings suggest that this relationship is strengthened during recessions." @default.
- W1844807786 created "2016-06-24" @default.
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- W1844807786 date "2012-12-17" @default.
- W1844807786 modified "2023-09-22" @default.
- W1844807786 title "Stock returns and real activity: the dynamic conditional lagged correlation approach" @default.
- W1844807786 hasPublicationYear "2012" @default.
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