Work

The Growth-Volatility Relationship: New Evidence Based on Stochastic Volatility in Mean Models

Year: 2010

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1635278

Authors: Matthieu Lemoine, Christophe Mougin

Institution: Banque de France

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1524214010

Cites: 73

Cited by: 25

Related to: 10