Connection Of European Economic Growth With The Dynamics Of Volatility Of Stock Market Returns
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- repec:eco:journ1:2017-02-83 is not listed on IDEAS
- Lucian-Liviu Albu & Radu Lupu & Adrian Cantemir Calin, 2015. "Interactions between financial markets and macroeconomic variables in EU: a nonlinear modeling approach," ERSA conference papers ersa15p685, European Regional Science Association.
More about this item
Keywordsvolatility; stock markets; MIDAS methodology;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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