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~isPartOf:"Kredit und Kapital"
~language:"eng"
~language:"mul"
~language:"spa"
~person:"Apergēs, Nikolaos"
~subject:"Börsenkurs"
~subject:"Energy consumption"
~subject:"Stock market"
~type_genre:"Article in journal"
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Stock market volatility and deviations from macroeconomic fundamentals : evidence from GARCH and GARCH-X-models
Apergēs, Nikolaos
- In:
Kredit und Kapital
31
(
1998
)
3
,
pp. 400-412
Persistent link: https://www.econbiz.de/10001251551
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