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Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economics letters 82 (2004) 2, pp. 157-165
Persistent link: https://www.econbiz.de/10001895346
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US domestic currency in forecast error variance decompositions of inflation and output
Aksoy, Yunus; Piskorski, Tomasz - In: Economics letters 86 (2005) 2, pp. 265-271
Persistent link: https://www.econbiz.de/10002584459
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US fiscal indicators, inflation and output
Aksoy, Yunus; Melina, Giovanni - In: The North American journal of economics and finance : a … 22 (2011) 3, pp. 221-236
Persistent link: https://www.econbiz.de/10009427390
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An empirical investigation of US fiscal expenditures and macroeconomic outcomes
Aksoy, Yunus; Melina, Giovanni - In: Economics letters 114 (2012) 1, pp. 64-68
Persistent link: https://www.econbiz.de/10009517283
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Stock prices-inflation puzzle and the predictability of stock market returns
Boucher, Christophe - In: Economics letters 90 (2006) 2, pp. 205-212
Persistent link: https://www.econbiz.de/10003275848
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Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 38 (2016), pp. 163-171
Persistent link: https://www.econbiz.de/10011673355