Stock market volatility, speculation and unemployment: A Granger-causality analysis
This study investigates the possible Granger-causal relations between stock price volatility and dividend dynamics on the one hand, and speculation and unemployment on the other. The analysis is carried out for the US over the period 1982-2018. Stock price volatility is calculated in terms of “condi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Associazione Economia civile
2020-06-01
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| Series: | PSL Quarterly Review |
| Subjects: | |
| Online Access: | https://ojs.uniroma1.it/index.php/PSLQuarterlyReview/article/view/16826/16131 |