‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables
| dc.contributor.author | Paye, Bradley S. | en |
| dc.date.accessioned | 2017-06-12T18:57:57Z | en |
| dc.date.available | 2017-06-12T18:57:57Z | en |
| dc.date.issued | 2012-12 | en |
| dc.description.notes | Post-print version of paper. | en |
| dc.description.version | Published version | en |
| dc.format.extent | 527 - 546 page(s) | en |
| dc.identifier.issue | 3 | en |
| dc.identifier.uri | http://hdl.handle.net/10919/78015 | en |
| dc.identifier.volume | 106 | en |
| dc.language.iso | en | en |
| dc.rights | In Copyright | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.title | ‘Déjà vol’: Predictive regressions for aggregate stock market volatility using macroeconomic variables | en |
| dc.title.serial | Journal of Financial Economics | en |
| dc.type | Article - Refereed | en |
| pubs.organisational-group | /Virginia Tech | en |
| pubs.organisational-group | /Virginia Tech/All T&R Faculty | en |
| pubs.organisational-group | /Virginia Tech/Pamplin College of Business | en |
| pubs.organisational-group | /Virginia Tech/Pamplin College of Business/Finance, Insurance, and Business Law | en |
| pubs.organisational-group | /Virginia Tech/Pamplin College of Business/PCOB T&R Faculty | en |