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Learning About the Interdependence between the Macroeconomy and the Stock Market
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Publications
Learning About the Interdependence between the Macroeconomy and the Stock Market
Learning About the Interdependence between the Macroeconomy and the Stock Market
FM
Fabio Milani
Fabio Milani
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1 January 2008
preprint
Published by
Elsevier BV
in
SSRN Electronic Journal
https://doi.org/10.2139/ssrn.1102749
Abstract
How strong is the interdependence between the macroeconomy and the stock market? This paper estimates a structural model with nominal rigidities, which inclu
Keywords
STRUCTURAL
MODEL
INTERDEPENDENCE
RIGIDITIES
INCLU
NOMINAL
MACROECONOMY
STOCK
MARKET
PAPER ESTIMATES
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Open Access
Cited by 9 articles