The long memory of equity volatility and the macroeconomy: International evidence
Year of publication: |
2020
|
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Authors: | Dräger, Lena ; Nguyen, Duc Binh Benno ; Prokopczuk, Marcel ; Sibbertsen, Philipp |
Publisher: |
Hannover : Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | International | Long Memory | Volatility |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1692003771 [GVK] hdl:10419/216967 [Handle] RePEc:han:dpaper:dp-667 [RePEc] |
Classification: | G15 - International Financial Markets ; C22 - Time-Series Models ; F30 - International Finance. General ; F40 - Macroeconomic Aspects of International Trade and Finance. General |
Source: |
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The long memory of equity volatility: International evidence
Nguyen, Duc Binh Benno, (2017)
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The long memory of equity volatility : international evidence
Nguyen, Duc Binh Benno, (2017)
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The long memory of equity volatility and the macroeconomy : international evidence
Dräger, Lena, (2020)
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The Long Memory of Equity Volatility and the Macroeconomy : International Evidence
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The long memory of equity volatility and the macroeconomy : international evidence
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The memory of stock return volatility: Asset pricing implications
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