Items where Author is "Distaso, Walter"

Corradi, Valentina, Distaso, Walter and Mele, Antonio (2013) Macroeconomic determinants of stock volatility and volatility premiums. Journal of Monetary Economics, 60 (2). pp. 203-220. ISSN 0304-3932

Corradi, Valentina, Distaso, Walter and Mele, Antonio (2008) Macroeconomic determinants of stock market returns, volatility and volatility risk-premia. Financial Markets Group Discussion Papers (616). Financial Markets Group, The London School of Economics and Political Science, London, UK.