Interest Rate Uncertainty and Stock Market Volatility
The reason for volatility changing over time is still open. As stated in the extant papers uncertainty of Macroeconomic variable plays more important role in explaining the time varying of volatility than the volatility of Macroeconomic variable itself. In this paper we illustrate this with explorin...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2007
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| Online Access: | https://ink.library.smu.edu.sg/etd_coll/25 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1024&context=etd_coll |
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| Institution: | Singapore Management University |
| Language: | English |