Caporale, G. M., Spagnolo, F., & Spagnolo, N. (2014). Macro news and stock returns in the Euro Area: A VAR-GARCH-in-mean analysis. CESifo.
Chicago Style (17th ed.) CitationCaporale, Guglielmo Maria, Fabio Spagnolo, and Nicola Spagnolo. Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-mean Analysis. Munich: CESifo, 2014.
MLA (9th ed.) CitationCaporale, Guglielmo Maria, et al. Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-mean Analysis. CESifo, 2014.
Warning: These citations may not always be 100% accurate.