The Long Memory of Equity Volatility and the Macroeconomy : International Evidence
Year of publication: |
2020
|
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Authors: | Dräger, Lena |
Other Persons: | Nguyen, Duc Binh Benno (contributor) ; Prokopczuk, Marcel (contributor) ; Sibbertsen, Philipp (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Welt | World | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenkurs | Share price | Wirtschaftswachstum | Economic growth | Konjunktur | Business cycle |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 20, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3074551 [DOI] |
Classification: | G15 - International Financial Markets ; C22 - Time-Series Models ; F30 - International Finance. General ; F40 - Macroeconomic Aspects of International Trade and Finance. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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