‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables
| Year of publication: |
2012
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|---|---|
| Authors: | Paye, Bradley S. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 106.2012, 3, p. 527-547
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