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What drives stock market growth? : a case of a volatile emerging economy

Hussain, Syed Mujahid; Korkeamaki, Timo P.; Xu, Danielle; … - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 209-223

Persistent link: https://www.econbiz.de/10011344230

Co-integration between corruption and economic growth through investment channels : empirical evidence using the ARDL bound testing approach for the Tunisian case

Akrout, Zied; Bachouch, Hamid; Moualdi, Salim - In: International journal of economics and financial issues … 11 (2021) 1, pp. 26-33

Persistent link: https://www.econbiz.de/10012436865

On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets

Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40

Persistent link: https://www.econbiz.de/10011300507

Stock market volatility and international business cycle dynamics : evidence from OECD economies

Vu, Nam T. - In: Journal of international money and finance 50 (2015), pp. 1-15

Persistent link: https://www.econbiz.de/10010465429

The Great Moderation and Leptokurtosis after GARCH Adjustment

Fang, Wen-Shwo - 2010

Recently, Fagiolo et al. (2008) find fat tails of economic growth rates after adjusting for outliers, autocorrelation, and heteroskedasticity. This paper employs US quarterly real output growth, showing that this finding of fat tails may reflect the Great Moderation. That is, leptokurtosis...

Persistent link: https://www.econbiz.de/10012757983