Causal relations among stock returns, interest rates, real activity, and inflation
Year of publication: |
1992
|
---|---|
Authors: | Lee, Bong-soo |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 47.1992, 4, p. 1591-1603
|
Subject: | Kapitaleinkommen | Capital income | Bruttoinlandsprodukt | Gross domestic product | Zins | Interest rate | Inflation | Zeitreihenanalyse | Time series analysis | USA | United States | 1947-1987 |
-
The effect of money shocks on interest rates in the presence of conditional heteroskedasticity
Grier, Kevin, (1993)
-
Acikalin, Sezgin, (2008)
-
Multiple trend breaks and the unit-root hypothesis
Lumsdaine, Robin L., (1997)
- More ...
-
Stock returns, asymmetric volatility, risk aversion, and business cycle : some new evidence
Kim, Sei-Wan, (2008)
-
Inflation, stock returns and interest rates
Lee, Bong-soo, (1986)
-
Capital investment and earnings : international evidence
Inci, Ahmet Can, (2009)
- More ...