Stock market volatility and macroeconomic fundamentals
Year of publication: |
2013
|
---|---|
Authors: | Engle, Robert F. ; Ghysels, Eric ; Sohn, Bumjean |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 95.2013, 3, p. 776-797
|
Subject: | Börsenkurs | Share price | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Inflation | Industrieproduktion | Industrial production | USA | United States | 1885-2010 |
-
Global and country-specific business cycle risk in time-vaying excess returns on asset markets
Nitschka, Thomas, (2012)
-
Momentum profits and macroeconomic risk
Liu, Laura Xiaolei, (2005)
-
Huang, Bwo-nung, (2004)
- More ...
-
Stock Market Volatility and Macroeconomic Fundamentals
Engle, Robert F., (2013)
-
Stock Market Volatility and Macroeconomic Fundamentals
Engle, Robert F., (2013)
-
On the Economic Sources of Stock Market Volatility
Engle, Robert F., (2012)
- More ...