Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US
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More about this item
KeywordsStock market; real activity; volatility spillovers; UK; US;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-05-17 (All new papers)
- NEP-FMK-2008-05-17 (Financial Markets)
- NEP-MAC-2008-05-17 (Macroeconomics)
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