Causality from real stock returns to real activity : evidence of regime-dependence
Year of publication: |
2010
|
---|---|
Authors: | Kanas, Angelos ; Ioannidis, Christos |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 15.2010, 2, p. 180-197
|
Subject: | Stock returns | real activity | regime switching | regime-dependent causality | UK | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Bruttoinlandsprodukt | Gross domestic product |
-
Bouras, Christos, (2015)
-
Zeitlberger, Alexander C. M., (2016)
-
Sectoral responses of the Chinese stock market to international oil shocks
Zhang, Dayong, (2013)
- More ...
-
Stock market and the macroeconomy : a regime switching approach
Kanas, Angelos, (2007)
-
Kanas, Angelos, (2012)
-
Kanas, Angelos, (2012)
- More ...