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Causes of changing financial market volatility

Author

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  • Robert J. Shiller

Abstract

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Suggested Citation

  • Robert J. Shiller, 1988. "Causes of changing financial market volatility," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 1-32.
    • Handle: RePEc:fip:fedkpr:y:1988:p:1-32
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    Cited by:

    1. Guan-Ru Chen & Ming-Hung Wu, 2013. "How does Monetary Policy Influence Capital Markets? Using a Threshold Regression Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(1), pages 31-47, March.
    2. Apergis, Nicholas & Eleftheriou, Sophia, 2002. "Interest rates, inflation, and stock prices: the case of the Athens Stock Exchange," Journal of Policy Modeling, Elsevier, vol. 24(3), pages 231-236, June.
    3. Sin-Yu Ho & Bernard Njindan Iyke, 2017. "Determinants of stock market development: a review of the literature," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(1), pages 143-164, March.

    More about this item

    Keywords

    Stock market; Financial markets;

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