TY  - JOUR
TI  - Stock Market Volatility and Macroeconomic Fundamentals
AU  - Robert F. Engle
AU  - Éric Ghysels
AU  - Bumjean Sohn
JO  - The Review of Economics and Statistics
PY  - 2012
VL  - 95
IS  - 3
DO  - 10.1162/rest_a_00300
UR  - https://doi.org/10.1162/rest_a_00300
ER  -