NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Asset Return Dynamics under Bad Environment Good Environment Fundamentals

Geert Bekaert, Eric Engstrom

NBER Working Paper No. 15222
Issued in August 2009

---- Acknowledgements -----

The authors thank Stephen Figlewski for providing data on the risk neutral distribution of stock returns. The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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