Institute of Money and International Finance Research Publications Publications
The Long Memory of Equity Volatility and the Macroeconomy: International Evidence

The Long Memory of Equity Volatility and the Macroeconomy: International Evidence

Categories Arbeitspapiere
Year 2020
Authors Dräger, L.; Nguyen, D. B. B.; Prokopczuk, M. and Sibbertsen, P.
Published in Hannover Economic Papers No. dp-667
File dp-667.pdf (PDF, 485 KB)