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한국 주식시장의 지속적 변동성과 거시경제적 관련성 분석

The Long-lived Volatility of Korean Stock Market and Its Relation to Macroeconomic Conditions

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Abstract

This study aims to understand the long-run movement of volatility in Korean stock market by decomposing stock volatility into the long-lived and the short-lived components. In addition, I analyze how the low-frequency movement of stock market volatility i

Issue Date
2013-12-10
Publisher
한국개발연구원
Korea Development Institute
Language
ko
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