A GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinguish between the Total Market Index and the Sustainability Index

Nikolaos Sariannidis(University of Western Macedonia), Grigoris Giannarakis(University of Western Macedonia), George Konteos, Nicolaos Litinas
SSRN Electronic Journal
January 1, 2009
Cited by 21


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