Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators
Shue-Jen Wu, Wei-Ming Lee
| Year of publication: |
May 2015
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|---|---|
| Authors: | Wu, Shue-Jen ; Lee, Wei-Ming |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 13.2015, p. 196-204
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| Subject: | Severe simultaneous bear markets | Macroeconomic variables | Probit model | Predictability | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Wirtschaftsindikator | Economic indicator | Probit-Modell | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Schätzung | Estimation | Frühindikator | Leading indicator | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2015.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011552511