How the U.S. capital markets volatility interacts with economic growth

Empirical finance suggests that US capital markets' volatility has a negative relationship with economic growth. As the main focus is on the equity market volatility dynamics and less on other equally important asset types, in this paper we examine the dynamics between US money markets, governm...

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Detalhes bibliográficos
Autor principal: Curto, J. D. (author)
Outros Autores: Marques, J (author)
Formato: article
Idioma:eng
Publicado em: 2015
Assuntos:
Texto completo:https://ciencia.iscte-iul.pt/public/pub/id/12789
País:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/10311