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- W1520297715 abstract "This paper attempts to determine the relationship between conditional stock market volatility and conditional macroeconomic volatility based upon monthly UK data covering the period January 1967–December 1995. Conditional volatility is estimated using the well-known Autoregressive Conditional Heteroscedastic (ARCH), Generalised ARCH (GARCH) models. The macroeconomic variables used include industrial production, real retail sales, money supply, inflation, and an exchange rate variable, namely the German Deutsche mark/pound." @default.
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- W1520297715 date "2002-01-01" @default.
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- W1520297715 title "The relationship between conditional stock market volatility and conditional macroeconomic volatility" @default.
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- W1520297715 doi "https://doi.org/10.1016/s1057-5219(01)00066-7" @default.
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