TY  -  
T1  - Evaluating macro-finance interactions using mixed frequency methods 
SN  -  /  
UR  - URN:ISBN:978-952-10-8755-4; http://hdl.handle.net/10138/306759 
T3  -  
A1  - Lindblad, Annika 
A2  -  
PB  - Helsingin yliopisto 
Y1  - 2019 
LA  - eng 
AB  - This dissertation examines how macroeconomic variables influence financial market volatility and correlations using mixed frequency time series methods. The modelling framework allows combining high-frequency and low-frequency data within the same model and thus allows directly relating the economic data to the low-frequency component of volatility or correlations. The dissertation sheds light on which economic variables influence the low-frequency component of volatilities and correlations, as ... 
VO  -  
IS  -  
SP  -  
OP  -  
KW  - Economics 
N1  -   
PP  -  
ER  -