The behaviour of excess return of the S&P 500 Index and the unemployment growth over the business cycle in the US, 1962-2014

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Keywords	Unemployment, Consumption, Business cycle, Arbitrage pricing theory model, GARCH model, United States of America (USA)
Thesis Advisor	Szymanowska, M., Bode, B.
Persistent URL	hdl.handle.net/2105/32835
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Chang, T. (2015, December 17). The behaviour of excess return of the S&P 500 Index and the unemployment growth over the business cycle in the US, 1962-2014. Finance & Investments. Retrieved from http://hdl.handle.net/2105/32835

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