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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Bibliographic Details
Main Author: Curto, J. D. (author)
Other Authors: Marques, J (author)
Format: article
Language:eng
Published: 2015
Subjects:
Online Access:https://ciencia.iscte-iul.pt/public/pub/id/12789
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/10311