Non-linear causality between stock returns and inflation uncertainty : evidence from the US and the UK
Year of publication: |
2013
|
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Authors: | Cakan, Esin |
Published in: |
International business and economics research journal. - Littleton, Colo., ISSN 1535-0754, ZDB-ID 2143670-8. - Vol. 12.2013, 1, p. 63-69
|
Subject: | Stock returns | Non-linear Granger-causality | Inflation uncertainty | Granger-causality | Inflation | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | USA | United States | 1957-2005 |
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