What Ties Return Volatilities to Price Valuations and Fundamentals?
收藏NBER2009-12-01 更新2025-01-04 收录
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https://www.nber.org/papers/w15563
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资源简介：
Stock and Treasury bond comovement, volatilities, and their relations to their price valuations and fundamentals change stochastically over time, both in magnitude and direction. These stochastic changes are explained by a general equilibrium model in which agents learn about composite economic and
提供机构：
美国国家经济研究局
创建时间：
2009-12-01
