Predicting output growth at long horizons: stock return volatility and the monetary policy influence

2015 ◽  
Vol 2 (1) ◽  
pp. 57
Author(s):  
Christos Bouras ◽  
Christina Christou ◽  
Christis Hassapis
Keyword(s):  
Monetary Policy ◽  
Stock Return ◽  
Output Growth ◽  
Return Volatility ◽  
Policy Influence ◽  
Stock Return Volatility

scholarly journals THE EFFECTS OF EXTERNAL UNCERTAINTIES AGAINST MONETARY POLICY UNCERTAINTY ON IRANIAN STOCK RETURN VOLATILITY USING GARCH-MIDAS APPROACH

2020 ◽  
Vol 10 (4) ◽  
pp. 278-281
Author(s):  
Seyedeh Fatemeh Razmi ◽  
Bahareh Ramezanian Bajgiran ◽  
Seyed Mohammad Javad Razmi ◽  
Kiana Baensaf Oroumieh
Keyword(s):  
Monetary Policy ◽  
Stock Return ◽  
Return Volatility ◽  
Policy Uncertainty ◽  
Stock Return Volatility

scholarly journals Foreign Equity Trading and Average Stock-Return Volatility

2012 ◽  
Author(s):  
Mehmet Umutlu ◽  
Levent Akdeniz ◽  
Aslihan Altay Salih
Keyword(s):  
Stock Return ◽  
Return Volatility ◽  
Stock Return Volatility ◽  
Equity Trading
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