Inflation and output as predictors of stock returns and volatility : international evidence
Year of publication: |
2003
|
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Authors: | Davis, Nicole ; Kutan, Ali Mustafa |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 13.2003, 9, p. 693-700
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Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Inflation | Bruttoinlandsprodukt | Gross domestic product | Prognoseverfahren | Forecasting model | Schätzung | Estimation | ARCH-Modell | ARCH model | Welt | World |
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