Macroeconomic determinants of stock volatility and...

Macroeconomic determinants of stock volatility and volatility premiums

Corradi, Valentina, Distaso, Walter, Mele, Antonio
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Volume:
60
Language:
english
Journal:
Journal of Monetary Economics
DOI:
10.1016/j.jmoneco.2012.10.019
Date:
March, 2013
File:
PDF, 1.76 MB
english, 2013
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