Stock returns and inflation : a new test of competing hypotheses
Year of publication: |
1999
|
---|---|
Authors: | Siklos, Pierre L. ; Kwok, Benjamin |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 9.1999, 6, p. 567-581
|
Subject: | Kapitaleinkommen | Capital income | Inflation | VAR-Modell | VAR model | Schätzung | Estimation | USA | United States | Kointegration | Cointegration | 1959-1992 |
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