Real interest rates and shifts in macroeconomic volatility

C.G. Koedijk, C. Kool, F. Nissen

Research output: Contribution to journalArticleProfessional

Original languageEnglish
Pages (from-to)241-261
Number of pages21
JournalJournal of Empirical Finance
Volume5
Issue number3
Publication statusPublished - 1998
Externally publishedYes

Cite this

Koedijk, C.G. ; Kool, C. ; Nissen, F. / Real interest rates and shifts in macroeconomic volatility. In: Journal of Empirical Finance. 1998 ; Vol. 5, No. 3. pp. 241-261.
@article{c7a8b6bfa01c43e48a4554b1fe270f8b,
title = "Real interest rates and shifts in macroeconomic volatility",
author = "C.G. Koedijk and C. Kool and F. Nissen",
note = "Pagination: 21",
year = "1998",
language = "English",
volume = "5",
pages = "241--261",
journal = "Journal of Empirical Finance",
issn = "0927-5398",
publisher = "Elsevier",
number = "3",

}

Real interest rates and shifts in macroeconomic volatility. / Koedijk, C.G.; Kool, C.; Nissen, F.

In: Journal of Empirical Finance, Vol. 5, No. 3, 1998, p. 241-261.

Research output: Contribution to journalArticleProfessional

TY - JOUR

T1 - Real interest rates and shifts in macroeconomic volatility

AU - Koedijk, C.G.

AU - Kool, C.

AU - Nissen, F.

N1 - Pagination: 21

PY - 1998

Y1 - 1998

M3 - Article

VL - 5

SP - 241

EP - 261

JO - Journal of Empirical Finance

JF - Journal of Empirical Finance

SN - 0927-5398

IS - 3

ER -