Explaining the asymmetric S&P 500 equity index in five themes: The success and failure of macro narratives

A. G. Malliaris, Mary Malliaris, Mark S. Rzepczynski

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Article numbere00415
JournalJournal of Economic Asymmetries
Volume31
DOIs
StatePublished - Jun 2025

ASJC Scopus Subject Areas

  • General Economics,Econometrics and Finance

Keywords

  • Asymmetry of stock market returns
  • Business cycles
  • Fundamentals
  • Monetary policy
  • Neural networks
  • Real economy

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