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Browsing ICSLS 2005 by Subject "Macroeconomic variables"

Browsing ICSLS 2005 by Subject "Macroeconomic variables"

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  • Weerakoon Banda, Y.K.; Abeywardhana, D.K.Y. (University of Kelaniya, 2005)
    The purpose of this study is to investigate the relationship between stock return volatility, political uncertainty, macroeconomic variables and output. Why does stock volatility increase when output declines? Theory of ...

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