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Macroeconomic determinants of stock-market returns, volatility and volatility risk-premia

Valentina Corradi

Publication Data

Title Macroeconomic determinants of stock-market returns, volatility and volatility risk-premia
Author Valentina Corradi
Contributors Walter Distaso, Antonio Mele, Antonio Mele
Publisher London School of Economics and Political Science, Financial Markets Group
Publication date 2008
Publication location London
Language English

Topics

Stocks :: Rate of return
Risk

Catalogue Data

OBNB ID GBA8B5663
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6322

ISBD

P1053 45 p.
P1042 Includes bibliographical references.

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Macroeconomic determinants of stock-market returns, volatility and volatility risk-premia by Valentina Corradi. Published by London School of Economics and Political Science, Financial Markets Group in 2008. Publication and catalogue information, links to buy online and reader comments.