Predicting Markov volatility switches using monetary policy variables
Martin Sola; Fabio Spagnolo; Nicola Spagnolo
| Year of publication: |
2007
|
|---|---|
| Authors: | Sola, Martin ; Spagnolo, Fabio ; Spagnolo, Nicola |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 95.2007, 1, p. 110-116
|
| Subject: | Geldpolitik | Monetary policy | Börsenkurs | Share price | Bruttoinlandsprodukt | Gross domestic product | Volatilität | Volatility | Markov-Kette | Markov chain | USA | United States | 1970-2002 |
| 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/10003448218