The efficient market hypothesis and identification in structural VARs
Lucio Sarno ...
| Year of publication: |
Oct. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Sarno, Lucio (contributor) ; Thornton, Daniel L. (contributor) |
| Institutions: | Federal Reserve Bank of St. Louis (contributor) |
| Publisher: |
St. Louis, MO, : Federal Reserve Bank of St. Louis |
| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | VAR-Modell | VAR model | Theorie | Theory |
| Extent: | Online-Ressource, 20, 6 p., text ill |
|---|---|
| Series: | Working paper. - Saint Louis, Mo., ZDB-ID 2135914-3. - Vol. 2003,032 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001986502