Open AccessWhat Does Financial Volatility Tell Us About Macroeconomic Fluctuations?
Author(s) -
Marcelle Chauvet,
Zeynep Şenyüz,
Emre Yoldaş
Publication year - 2013
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2013.61
Subject(s) - volatility (finance) , econometrics , economics , stochastic volatility , forward volatility , volatility risk premium , implied volatility , recession , stock (firearms) , volatility swap , volatility smile , dynamic factor , macroeconomics , mechanical engineering , engineering