Government budget deficits and equity market volatility : international evidence
Year of publication: |
1999
|
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Authors: | Adrangi, Bahram ; Allender, Mary Elizabeth ; Raffiee, Kambiz |
Published in: |
Journal of foreign exchange and international finance : JFEIF. - Pune, ISSN 0970-3632, ZDB-ID 1131146-0. - Vol. 13.1999, 3, p. 219-232
|
Subject: | Haushaltsdefizit | Budget deficit | Aktienmarkt | Stock market | Volatilität | Volatility | Schätzung | Estimation | ARCH-Modell | ARCH model | Welt | World | 1974-1995 |
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