The role of portfolio shocks in a structural vector autoregressive model of the Australian economy
Renée Fry; James Hocking; Vance L. Martin
| Year of publication: |
2008
|
|---|---|
| Authors: | Fry, Renée ; Hocking, James ; Martin, Vance |
| Published in: |
The economic record : er. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0013-0249, ZDB-ID 203689-7. - Vol. 84.2008, p. 17-33
|
| Subject: | Aktie | Share | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | VAR-Modell | VAR model | Australien | Australia |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003687591