Stock volatility in the periods of booms and stagnations
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- Taisei Kaizoji, 2010. "Stock volatility in the periods of booms and stagnations," EERI Research Paper Series EERI_RP_2010_07, Economics and Econometrics Research Institute (EERI), Brussels.
References listed on IDEAS
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More about this item
Keywordsvolatility; boom; and stagnation; stock price indices;
- C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions
- D30 - Microeconomics - - Distribution - - - General
- G19 - Financial Economics - - General Financial Markets - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-07-17 (All new papers)
- NEP-FMK-2010-07-17 (Financial Markets)
- NEP-RMG-2010-07-17 (Risk Management)
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