Volatility Linkages in Growth and Asset Pricing
The relationship between economic growth and volatility has been the subject of numerous theoretical and empirical studies in economics. In Chapter 2, I review this extensive literature. Key among the empirical results are the Ramey and Ramey (1995) result that volatility has a negative effect on gr...
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| Format: | Others |
| Language: | English English |
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Florida State University
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| Online Access: | http://purl.flvc.org/fsu/fd/FSU_migr_etd-2439 |