Econometric history of the growth–volatility relationship in the USA: 1919–2017

Amélie Charles; Olivier Darné

doi:10.1007/s11698-020-00209-y

Journal Articles Cliometrica Year : 2021

Econometric history of the growth–volatility relationship in the USA: 1919–2017

(1) , (2)

1
2

Amélie Charles

Function : Author

Audencia Business School

Olivier Darné

Function : Author
PersonId : 936082
ORCID : 0000-0003-2796-4873
IdRef : 058468609

Université de Nantes IAE

Domains

Quantitative Finance [q-fin] Statistical Finance [q-fin.ST]

Fichier principal

Charles-Darne_HAL.pdf (227.97 Ko)

Origin : Files produced by the author(s)

Amelie Charles : Connect in order to contact the contributor

https://hal-audencia.archives-ouvertes.fr/hal-03186891

Submitted on : Tuesday, April 6, 2021-12:16:05 PM

Last modification on : Wednesday, April 27, 2022-3:43:11 AM

Long-term archiving on: Wednesday, July 7, 2021-6:03:52 PM

Dates and versions

hal-03186891 , version 1 (06-04-2021)

Identifiers

HAL Id : hal-03186891 , version 1
DOI : 10.1007/s11698-020-00209-y

Cite

Amélie Charles, Olivier Darné. Econometric history of the growth–volatility relationship in the USA: 1919–2017. Cliometrica, 2021, 15, pp.419 - 442. ⟨10.1007/s11698-020-00209-y⟩. ⟨hal-03186891⟩

Export

BibTeX TEI Dublin Core DC Terms EndNote Datacite

Collections

UNIV-NANTES AUDENCIA UNAM NANTES-UNIVERSITE

56 View

153 Download

Econometric history of the growth–volatility relationship in the USA: 1919–2017

Domains

Dates and versions

Identifiers

Cite

Export

Collections

Altmetric

Share