The Long Memory of Equity Volatility and the Macroeconomy: International Evidence
| Categories |
Working Papers |
| 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) |