Asset prices and output growth volatility : the effects of financial crises
Year of publication: |
2003
|
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Authors: | Caporale, Guglielmo Maria ; Spagnolo, Nicola |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 79.2003, 1, p. 69-74
|
Subject: | Börsenkurs | Share price | ARCH-Modell | ARCH model | Volatilität | Volatility | Bruttoinlandsprodukt | Gross domestic product | Theorie | Theory | Ostasien | East Asia |
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