Volatility, the Macroeconomy, and Asset Prices

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How important are volatility fluctuations for asset prices and the macroeconomy? we find that an increase in macroeconomic volatility is associated with and increase in discount rates and a decline in consumption..Printed Journal

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Ketersediaan

Call Number	Location	Available
JOF6906	PSB lt.dasar - Pascasarjana	1

Informasi Detail

Judul Seri

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No. Panggil

JOF6906

Penerbit

: The American Finance Asosiation.,

Deskripsi Fisik

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Bahasa

ISBN/ISSN

221082

Klasifikasi

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Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

-

Subjek

Market
Theoretical Framework
DCAPM
SV Model

Info Detail Spesifik

-

Pernyataan Tanggungjawab

pa

Versi lain/terkait

Lampiran Berkas

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