Origins of Stock Market Fluctuations
收藏NBER2014-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19818
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资源简介：
Three mutually uncorrelated economic disturbances that we measure empirically explain 85% of the quarterly variation in real stock market wealth since 1952. A model is employed to interpret these disturbances in terms of three latent primitive shocks. In the short run, shocks that affect the
提供机构：
美国国家经济研究局
创建时间：
2014-01-01
