Breaks and persistency: macroeconomic causes of stock market volatility

Andrea Beltratti and Claudio Morana

Journal of Econometrics, 2006, vol. 131, issue 1-2, 151-177

Date: 2006
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Working Paper: Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:131:y:2006:i:1-2:p:151-177

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