The reaction of stock market returns to unemployment
Jesús Gonzalo, Abderrahim Taamouti
| Year of publication: |
Sep 2017
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| Authors: | Gonzalo, Jesús ; Taamouti, Abderrahim |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 21.2017, 4, p. 1-20
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| Subject: | Stock market returns | anticipated unemployment | unanticipated unemployment | nonparametric tests | conditional independence | Granger causality in distribution | Granger causality in quantile | local bootstrap | monetary policy | Federal funds rate | Kausalanalyse | Causality analysis | Arbeitslosigkeit | Unemployment | Schätzung | Estimation | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Geldpolitik | Monetary policy | Aktienmarkt | Stock market | Statistischer Test | Statistical test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2015-0078 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011755437