Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5055329 | Economic Modelling | 2009 | 10 Pages |
Abstract
A time-series approach using the VAR Model has been used to provide an assessment of empirical evidence on the effects of financial development on macroeconomic volatility.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Daniela Federici, Francesco Caprioli,