The impact of macroeconomic uncertainty on the relationship between financial volatility and real economic activity
Year of publication: |
2024
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Authors: | Nakajima, Jouchi |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 56.2024, 47, p. 5591-5604
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Subject: | Financial volatility | macroeconomic uncertainty | nonlinear effect | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Konjunktur | Business cycle | Risiko | Risk | ARCH-Modell | ARCH model | Bruttoinlandsprodukt | Gross domestic product |
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