Breaks and persistency: macroeconomic causes of stock market volatility
| Year of publication: |
2006
|
|---|---|
| Authors: | Beltratti, A. ; Morana, C. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 131.2006, 1-2, p. 151-177
|
| Publisher: |
Elsevier |