Are stock returns a leading indicator for real macroeconomic developments?
Year of publication: |
2002-07
|
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Authors: | Burgstaller, Johann |
Institutions: | Institut für Volkswirtschaftslehre, Johannes-Kepler-Universität Linz |
Subject: | Stock returns | stock market efficiency | leading indicators | macroeconomic variables | vector error correction models |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2002-07 |
Classification: | C32 - Time-Series Models ; E44 - Financial Markets and the Macroeconomy ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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Are stock returns a leading indicator for real macroeconomic developments?
Burgstaller, Johann, (2002)
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Are stock returns a leading indicator for real macroeconomic developments?
Burgstaller, Johann, (2002)
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THE INFLUENCE OF INTERNATIONAL STOCK MARKETS AND MACROECONOMIC VARIABLES ON THE THAI STOCK MARKET
CHANCHARAT, Surachai, (2007)
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Interest rate pass-through estimates from vector autoregressive models
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Burgstaller, Johann, (2009)
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