NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

On the Link Between the Volatility and Skewness of Growth

Geert Bekaert, Alexander Popov

NBER Working Paper No. 18556
Issued in November 2012

---- Acknowledgements -----

We thank George-Marios Angeletos, Markus Brunnermeier, Francis Diebold, Simon Gilchrist, Francois Gourio, Bartozs Mackowiak, Kalin Nikolov, and Philippe Weil, as well as seminar participants at the ECB, for useful discussions. The views expressed do not necessarily reflect those of the European Central Bank, the Eurosystem, or the National Bureau of Economic Research.

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