Fluctuations in global output volatility
Year of publication: |
2022
|
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Authors: | Ductor, Lorenzo ; Leiva-León, Danilo |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 120.2022, p. 1-15
|
Subject: | Factor model | Model uncertainty | Output volatility | Trade | Volatilität | Volatility | Bruttoinlandsprodukt | Gross domestic product | Welt | World | Risiko | Risk | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Theorie | Theory |
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