Dynamic interactions between Main Street and Wall Street
Year of publication: |
2002
|
---|---|
Authors: | Laopodis, Nikiforos ; Sawhney, Bansi L. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 42.2002, 4, p. 803-815
|
Subject: | Aktienindex | Stock index | Konjunktur | Business cycle | Lag-Modell | Lag model | Zins | Interest rate | Kointegration | Cointegration | USA | United States | 1970-1997 |
-
Do money and interest rates matter for stock prices? : An econometric study of Singapore and USA
Wong, Wing Keung, (2006)
-
Time variation in the cointegrating relationship between stock prices and economic activity
McMillan, David G., (2005)
-
A vector error correction model of the Singapore stock market
Maysami, Ramin Cooper, (2000)
- More ...
-
Laopodis, Nikiforos, (2007)
-
The effect of the size of the military on stock market performance in the United States and the UK
Di Pietro, William R., (2008)
-
The effect of world military power on the output of nations
Sawhney, Bansi L., (2007)
- More ...