Macroeconomic volatility and stock market volatility: empirical evidence on Finnish data
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- Knif, Johan & Pynnonen, Seppo & Luoma, Martti, 1996. "Testing for common autocorrelation features of two scandinavian stock markets," International Review of Financial Analysis, Elsevier, vol. 5(1), pages 55-64.
- Döpke, Jörg & Pierdzioch, Christian, 1998. "Brokers and business cycles: Does financial market volatility cause real fluctuations?," Kiel Working Papers 899, Kiel Institute for the World Economy (IfW).
- Charles K.D. Adjasi, 2009. "Macroeconomic uncertainty and conditional stock-price volatility in frontier African markets: Evidence from Ghana," Journal of Risk Finance, Emerald Group Publishing, vol. 10(4), pages 333-349, August.
- Morelli, David, 2002. "The relationship between conditional stock market volatility and conditional macroeconomic volatility: Empirical evidence based on UK data," International Review of Financial Analysis, Elsevier, vol. 11(1), pages 101-110.
- Albaity, Mohamed Shikh, 2011. "Impact of the monetary policy instruments on Islamic stock market index return," Economics Discussion Papers 2011-26, Kiel Institute for the World Economy (IfW).
- Eun Ahn & Jin Man Lee, 2006. "Volatility relationship between stock performance and real output," Applied Financial Economics, Taylor & Francis Journals, vol. 16(11), pages 777-784.
- Margaret N. Okoli, 2012. "Return-Volatility Interactions in the Nigerian Stock Market," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 2(2), pages 389-399, June.
- Sierimo, Carolina & Virén, Matti, 1995. "Financial factors and the macroeconomy," Research Discussion Papers 34/1995, Bank of Finland.
- Döpke, Jörg & Pierdzioch, Christian, 1999. "Financial market volatility and inflation uncertainty: An empirical investigation," Kiel Working Papers 913, Kiel Institute for the World Economy (IfW).
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