DOES MACROECONOMY MATTER to MARKET VOLATILITY? EVIDENCE from INDUSTRIES and TWIST EFFECTS of QUANTITATIVE EASING
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All Author(s) ListCHONG Tai Leung, WU, Zhang 吳弚
Name of Conference2016 Greater China Area Finance Conference
Start Date of Conference25/06/2016
Proceedings Title2016 Greater China Area Finance Conference
Year2016
Month6
Day25
LanguagesEnglish-United Kingdom
KeywordsVolatility; GARCH-MIDAS; Quantitative Easing

Last updated on 2018-20-01 at 15:23