A mixed frequency approach for stock returns and valuation ratios
Theologos Dergiades, Costas Milas, Theodore Panagiotidis
| Year of publication: |
2020
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|---|---|
| Authors: | Dergiades, Theologos ; Milas, Costas ; Panagiōtidēs, Theodōros |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 187.2020, p. 1-5
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| Subject: | Stock index returns | Valuation ratios | MF-VAR | Impulse response analysis | Schätzung | Estimation | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2019.108861 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012504317