‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables

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dc.contributor.authorPaye, Bradley S.en
dc.date.accessioned2017-06-12T18:57:57Zen
dc.date.available2017-06-12T18:57:57Zen
dc.date.issued2012-12en
dc.description.notesPost-print version of paper.en
dc.description.versionPublished versionen
dc.format.extent527 - 546 page(s)en
dc.identifier.issue3en
dc.identifier.urihttp://hdl.handle.net/10919/78015en
dc.identifier.volume106en
dc.language.isoenen
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.title‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variablesen
dc.title.serialJournal of Financial Economicsen
dc.typeArticle - Refereeden
pubs.organisational-group/Virginia Techen
pubs.organisational-group/Virginia Tech/All T&R Facultyen
pubs.organisational-group/Virginia Tech/Pamplin College of Businessen
pubs.organisational-group/Virginia Tech/Pamplin College of Business/Finance, Insurance, and Business Lawen
pubs.organisational-group/Virginia Tech/Pamplin College of Business/PCOB T&R Facultyen

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