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Macroeconomic volatility and stock market volatility : empirical evidence on Finnish data

Liljeblom, Eva; Stenius, Marianne - 1993

Persistent link: https://www.econbiz.de/10000894684

Macroeconomic volatility and stock market volatility : empirical evidence on Swedish data

Liljeblom, Eva - 1995

Persistent link: https://www.econbiz.de/10000560720

Macroeconomic volatility and stock market volatility : empirical evidence on Finnish data

Liljeblom, Eva - In: Applied financial economics 7 (1997) 4, pp. 419-426

Persistent link: https://www.econbiz.de/10001226973

Macroeconomic volatility and stock market volatility: empirical evidence on Finnish data

Liljeblom, Eva; Stenius, Marianne - In: Applied Financial Economics 7 (1997) 4, pp. 419-426

The relationship is analysed between conditional stock market volatility and macroeconomic volatility using monthly data for Finland from 1920 to 1991. Conditional monthly volatility is measured as simple weighted moving averages, and also obtained from GARCH estimations. The results are...

Persistent link: https://www.econbiz.de/10009200902

Macroeconomic volatility and stock market volatility : empirical evidence on Swedish data

Liljeblom, Eva; Stenius, Marianne - 1995

Persistent link: https://www.econbiz.de/10004726381

Macroeconomic volatility and stock market volatility : empirical evidence on Finnish data

Liljeblom, Eva; Stenius, Marianne - 1993

Persistent link: https://www.econbiz.de/10004701931