Macro news and stock returns in the Euro Area: a VAR-GARCH-in-mean analysis
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Bibliographic Details
Main Authors: Caporale, Guglielmo Maria (Author), Spagnolo, Fabio 1969- (Author), Spagnolo, Nicola 1968- (Author)
Format: Book
Language:English
Published: Munich CESifo 2014
Series:CESifo working paper 4912 : Category 7, Monetary policy and international finance
Online Access:Volltext
Item Description:Literaturangaben
Physical Description:18 S. graph. Darst.

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