The relationship between the stock market and the real economy

From Vijana FM Sat Jan 5 2013, 14:40:33

I discuss the relation between the stock market and the real economy. In particular, I discuss two empirical findings: First, stock volatility is time varying and dependent on the state of the real economy. Second, macroeconomic volatility is a weak predictor of financial volatility while it is the opposite that holds strongly.

[view whole blog post ]
 See More    |     Report Abuse



blogAfrica is allAfrica.com's platform to help you keep an ear on the African blogosphere. We draw diverse voices from around the world who post regularly and insightfully about African issues. Bloggers, submit your blog's rss-feed!