Asset prices and output growth volatility: the effects of financial crises (Q1925985)
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scientific article; zbMATH DE number 6118494
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| English | Asset prices and output growth volatility: the effects of financial crises |
scientific article; zbMATH DE number 6118494 |
Statements
Asset prices and output growth volatility: the effects of financial crises (English)
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27 December 2012
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multivariate GARCH
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stock prices
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output growth
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volatility
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financial crises
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