Pricing Stock Market Volatility: Does It Matter Whether the Volatility is Related to the Business Cycle?

Chang-Jin Kim (), Yunmi Kim and Charles Nelson

No UWEC-2007-29, Working Papers from University of Washington, Department of Economics

Date: 2008-05
New Economics Papers: this item is included in nep-bec and nep-ets
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Journal Article: Pricing Stock Market Volatility: Does it Matter whether the Volatility is Related to the Business Cycle? (2014)
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