Stock market volatility, business cycles and the recent financial crisis : evidence from linear and non-linear causality tests
The relationship between stock market volatility and the business cycle is macrofinancial as it links the fields of financial markets and macro-economics. This relationship links to theories of rational expectations/efficient market hypotheses and asset pricing theory. This thesis investigates the l...
| Main Author: | |
|---|---|
| Other Authors: | |
| Published: |
University of Southampton
2014
|
| Subjects: | |
| Online Access: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.635473 |