Breaks and persistency: macroeconomic causes of stock market volatility
A. Beltratti, C. Morana
| Year of publication: |
2006
|
|---|---|
| Authors: | Beltratti, Andrea ; Morana, Claudio |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 131.2006, 1/2, p. 151-177
|
| Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Kointegration | Cointegration | USA | United States | Wirkungsanalyse | Impact assessment | 1970-2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003298570