Macroeconomic determinants of european stock market volatility

European Financial Management

Volumn 4, Issue 3, 1998, Pages 361-377

  Errunza, Vihang ^a   Hogan, Ked ^b  

^a MCGILL UNIVERSITY   (Canada)

^b Federal Service for Surveillance on Consumer Rights Protection and Human Well Being   (United States)

Author keywords

European stock markets; Macroeconomic determinants; Predictability; Volatility

Indexed keywords

EID: 0344970290     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/1468-036X.00071     Document Type: Article

References (0)