Interest Rate Uncertainty and Stock Market Volatility

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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書目詳細資料
主要作者:	XU, Jincai
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2007
主題:	stock market volatility interest rate asset price dividend yield leverage ratio Finance and Financial Management Portfolio and Security Analysis
在線閱讀:	https://ink.library.smu.edu.sg/etd_coll/25 https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1024&context=etd_coll
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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