Title |
Macro news and stock returns in the euro area : A VAR-GARCH-in-mean analysis / Guglielmo Maria Caporale, Fabio Spagnolo, Nicola Spagnolo |
|---|---|
Involved |
Guglielmo Maria Caporale (Verfasser) |
Published |
Berlin: Deutsches Institut für Wirtschaftsforschung (DIW) |
Extent |
Online-Ressource |
Language |
|
Country |
|
Topic |
|
Subject |
jel:C32
jel:F36 jel:G15 Macro news
Volatility spillovers
VAR-GARCH-in-mean model |
Series |
DIW Discussion Papers ; 1399 |
Persistent identifier |
urn:nbn:de:101:1-201802262628 (URN) |
Record ID |
1153345242 |
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