NYU Faculty Digital Archive
metadata only
On the Economic Sources of Stock Market Volatility
We revisit the relation between stock market volatility and macroeconomic activity using a new class of component models that distinguish short run from secular movements. We combine insights from Engle and Rangel (2007) and the recent work on mixed data sampling (MIDAS), as in e.g. Ghysels, Santa-C
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- Secular volatility decline of the U.S. composite economic indicator#403818
- Equity market volatility impact on s&p 500 sector indexes: 1989-2021#294088
- Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash#942784
- Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash#942639
- Investor heterogeneity and stock market volatility: cross-country evidence from an extended heterogeneous agent model#786190
Record · ID 942882
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive