Publications
2 shownWhy Does Stock Market Volatility Change Over Time?
ABSTRACT This paper analyzes the relation of stock volatility with real and nominal macroeconomic volatility, economic activity, financial leverage, and stock trading activity u...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 7,715
- Institution
- University of Rochester
External Links
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.