Browsing Τμήμα Οικονομικών / Department of Economics by Author "Desiano, Rita"
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The behaviour of stock returns and interest rates over the business cycle in the US and UK
Andreou, Elena; Desiano, Rita; Sensier, Marianne (2001)The paper studies the dynamic behaviour of the conditional mean and volatility of weekly financial variables in relation to the business cycle for the USA and UK economies. The mean US S&P stock returns steadily increases ...