The impact of macroeconomic factors on stock markets around the world; Which (G)ARCH models work best?

Additional Metadata
Keywords	GARCH, Macroeconomic, Volatility, Stock Index, Stock, Economic, Econometrics
Thesis Advisor	Urquhart, Andrew, Wagner, Wolf
Persistent URL	hdl.handle.net/2105/54453
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Hiemcke, Riche. (2020). The impact of macroeconomic factors on stock markets around the world; Which (G)ARCH models work best?. In Finance & Investments.http://hdl.handle.net/2105/54453

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