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Volatility, the Macroeconomy, and Asset Prices
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
Call Number | Location | Available |
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JOF6906 | PSB lt.dasar - Pascasarjana | 1 |
Penerbit | The American Finance Asosiation., |
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Edisi | - |
Subjek | Market Theoretical Framework DCAPM SV Model |
ISBN/ISSN | 221082 |
Klasifikasi | - |
Deskripsi Fisik | - |
Info Detail Spesifik | - |
Other Version/Related | Tidak tersedia versi lain |
Lampiran Berkas | Tidak Ada Data |