Asset Price Volatility and Recessions
The paper introduces a method for analyzing the relationship between stock market volatility and output growth, using a bivariate Markov switching model on a selection of developed countries.
Featured in No. 87 on 5 Mar 2025 · 13 days after release
- Released
- 20 Feb 2025
- First featured
- No. 87 · 5 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 28
- Identifier
- SSRN 5146210
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).