The nonlinear multidimensional relationship between stock returns and the macroeconomy
Year of publication: |
2013
|
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Authors: | Chen, Pian ; Smith, Aaron D. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 34/36, p. 4985-4999
|
Subject: | asset pricing | business cycle | curse of dimensionality | data visualization | Konjunktur | Business cycle | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | VAR-Modell | VAR model | Schätzung | Estimation |
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