Stock market and macroeconomic volatility comparison: An US approach

Keyphrases

• Stock Market Volatility 100%
• Macroeconomic Volatility 100%
• Forecast Performance 66%
• Conditional Variance 66%
• Correlation Coefficient 33%
• Stock Returns 33%
• Appropriate Model 33%
• Series Analysis 33%
• Confidence Interval 33%
• Return on Investment 33%
• Financial Crisis 33%
• National Economy 33%
• Catastrophic Collapse 33%
• US Economy 33%
• Financial Globalization 33%
• Financial Time Series 33%
• Great Depression 33%
• Financial Volatility 33%
• Subprime Mortgage Market 33%
• Lehman Brothers 33%
• Generalized Autoregressive Conditional Heteroscedasticity (GARCH) 33%

Economics, Econometrics and Finance

• Volatility 100%
• Time Series 50%
• Capital Market Returns 25%
• Financial Crisis 25%
• Return on Investment 25%
• Subprime Financial Crisis 25%