Correlated beliefs, returns, and stock market volatility
Joel M. David, Ina Simonovska
| Year of publication: |
March 2016
|
|---|---|
| Authors: | David, Joel M. ; Simonovska, Ina |
| Published in: |
Journal of international economics. - Amsterdam [u.a.] : Elsevier, ISSN 0022-1996, ZDB-ID 120143-8. - Vol. 99.2016, supplement 1, p. 58-77
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| Subject: | Volatility | Comovement | Emerging markets | Forecasting | Information frictions | Volatilität | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Korrelation | Correlation | Erwartungsbildung | Expectation formation | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Industrieländer | Industrialized countries | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jinteco.2015.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011655068