Time-varying causality between stock prices and macroeconomic fundamentals : connection or disconnection?
Year of publication: |
2022
|
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Authors: | Fromentin, Vincent |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-10
|
Subject: | Macroeconomic variables | Stock market | Time-varying causality | Schätzung | Estimation | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Theorie | Theory | Aktienmarkt |
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