Does history repeat itself? Business cycle and industry returns
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DOI: 10.1016/j.jmoneco.2019.10.005
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Cited by:
- Baruník, Jozef & Bevilacqua, Mattia & Faff, Robert, 2024.
"Dynamic industry uncertainty networks and the business cycle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 159(C).
- Jozef Barunik & Mattia Bevilacqua & Robert Faff, 2021. "Dynamic industry uncertainty networks and the business cycle," Papers 2101.06957, arXiv.org, revised Mar 2021.
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More about this item
Keywords
Business cycle; Industry returns; Sector rotation strategy; Cash flow news;All these keywords.
JEL classification:
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
- G1 - Financial Economics - - General Financial Markets
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