Real and financial interacting markets: A behavioral macro-model
نویسندگان
چکیده
منابع مشابه
Financial Markets and the Macro Economy
The objective of this paper is to provide a deeper insight into the links between financial markets and the real economy. To that end, we study the short-term anticipation and response of U.S. stock, Treasury, and corporate bond markets to the first release of U.S. macroeconomic information. Specifically, we focus on the impact of these announcements not only on the level, but also on the volat...
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ژورنال
عنوان ژورنال: Chaos, Solitons & Fractals
سال: 2015
ISSN: 0960-0779
DOI: 10.1016/j.chaos.2015.05.007