| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w14269 |
| 来源ID | Working Paper 14269 |
| Macroeconomic Volatility and Stock Market Volatility, Worldwide | |
| Francis X. Diebold; Kamil Yilmaz | |
| 发表日期 | 2008-08-21 |
| 出版年 | 2008 |
| 语种 | 英语 |
| 摘要 | Notwithstanding its impressive contributions to empirical financial economics, there remains a significant gap in the volatility literature, namely its relative neglect of the connection between macroeconomic fundamentals and asset return volatility. We progress by analyzing a broad international cross section of stock markets covering approximately forty countries. We find a clear link between macroeconomic fundamentals and stock market volatilities, with volatile fundamentals translating into volatile stock markets. |
| 主题 | Macroeconomics ; Financial Economics ; Financial Markets |
| URL | https://www.nber.org/papers/w14269 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/571941 |
| 推荐引用方式 GB/T 7714 | Francis X. Diebold,Kamil Yilmaz. Macroeconomic Volatility and Stock Market Volatility, Worldwide. 2008. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w14269.pdf（119KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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