Research Explorer

Project

Are returns and volatitilty on financial markets driven by macro-economical determinants?
Code
3F004108
Duration
01 October 2008 → 30 September 2012
Funding
Regional and community funding: Special Research Fund, Research Foundation - Flanders (FWO)
Research disciplines
  • Social sciences
    • Applied economics
    • Economic history
    • Macroeconomics and monetary economics
    • Microeconomics
    • Tourism
Keywords
volatility financial assets macro-finance
 
Project description

In this project we research whether Financial variables, in particular the returns on financial assests and their volatility, are driven by macro economical determinants, possibly controlled for the institutional environment. More specifically research is done on how shocks in the macro economy transfer into financial variables like stock returns, interst rates, exchange rates and their volatility.