Brokers and business cycles: does financial market volatility cause real fluctuations?
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Kiel
Inst. of World Economics
1998
|
| Series: | Kieler Arbeitspapiere
899 |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 33 S. graph. Darst. |
Staff View
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| 264 | 1 | |a Kiel |b Inst. of World Economics |c 1998 | |
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Record in the Search Index
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| adam_text | Table of Contents
1. Introduction *
2. Theoretical Background and Empirical Evidence 2
3. Empirical Measures of Financial Market Volatility 3
3.1 The Data 3
3.2 Estimation of Financial Market Volatility
3.3 Characterization of the Estimated Volatility Series 11
4. Financial Market Volatility and the Business Cycle 13
4.1 Testing for Cyclical Patterns in Financial Market Volatility 13
4.2 Does Financial Market Volatlity Send the Right Signal? 17
4.3 Testing for Causality Patterns ^
5. Conclusion 26
References
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| author | Döpke, Jörg 1963- Pierdzioch, Christian |
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| bvnumber | BV012419522 |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:27:17Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008427083 |
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| physical | 33 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Inst. of World Economics |
| record_format | marc |
| series | Kieler Arbeitspapiere |
| series2 | Kieler Arbeitspapiere |
| spelling | Döpke, Jörg 1963- Verfasser (DE-588)113395841 aut Brokers and business cycles does financial market volatility cause real fluctuations? by Jörg Döpke and Christian Pierdzioch Kiel Inst. of World Economics 1998 33 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Kieler Arbeitspapiere 899 Pierdzioch, Christian Verfasser aut Kieler Arbeitspapiere 899 (DE-604)BV000000922 899 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008427083&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Döpke, Jörg 1963- Pierdzioch, Christian Brokers and business cycles does financial market volatility cause real fluctuations? Kieler Arbeitspapiere |
| title | Brokers and business cycles does financial market volatility cause real fluctuations? |
| title_auth | Brokers and business cycles does financial market volatility cause real fluctuations? |
| title_exact_search | Brokers and business cycles does financial market volatility cause real fluctuations? |
| title_full | Brokers and business cycles does financial market volatility cause real fluctuations? by Jörg Döpke and Christian Pierdzioch |
| title_fullStr | Brokers and business cycles does financial market volatility cause real fluctuations? by Jörg Döpke and Christian Pierdzioch |
| title_full_unstemmed | Brokers and business cycles does financial market volatility cause real fluctuations? by Jörg Döpke and Christian Pierdzioch |
| title_short | Brokers and business cycles |
| title_sort | brokers and business cycles does financial market volatility cause real fluctuations |
| title_sub | does financial market volatility cause real fluctuations? |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008427083&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000000922 |
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