HOW DOES THE MACROECONOMY RESPOND TO STOCK MARKET FLUCTUATIONS? THE ROLE OF SENTIMENT
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DOI: 10.1017/s1365100518000287
Abstract: This study estimates the response of macroeconomic variables to stock market fluctuations in Japan and the United States. It emphasizes the economy's reaction to stock market bubbles and crashes. To do this, I propose a… read more here.
Keywords: macroeconomy respond; sentiment; market; stock market ... See more keywords