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. - MIT Press. - Vol. 95.2013, 3, p. 776-797
|
Publisher: |
MIT Press |
Subject: | stock market volatility | macroeconomic activity |
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