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Animal spirits, the stock market, and the unemployment rate : some evidence for German data
Fritsche, Ulrich; Pierdzioch, Christian - 2016 - First version: January 2016
", stock-market fluctuations should Granger cause fluctuations of the unemployment rate. We performed several Granger … (2015) for U.S. data, we found that the stock market Granger causes unemployment in the short run and the long run when we … control for a deterministic trend in the unemployment rate. Results of a frequency-domain test show that, in the short run …
Persistent link: https://www.econbiz.de/10011415821
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The Endogeneity of Trading Volume in Stock and Bond Returns : An Instrumental Variable Approach
Yamani, Ehab Abdel-Tawab; Rakowski, David A. - 2020
This paper investigates the joint determination of two dimensions of a security: trading volume and return. In much of the existing literature, volume is modeled as being exogenously related to security returns. Our analysis evaluates the extent to which trading activity also depends on security...
Persistent link: https://www.econbiz.de/10014123699
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Time-varying Granger causality between the stock market and unemployment in the United States
Fromentin, Vincent - In: Applied economics letters 30 (2023) 3, pp. 371-378
Persistent link: https://www.econbiz.de/10013553475
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The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - 2011
Persistent link: https://www.econbiz.de/10009704718
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The reaction of stock market returns to anticipated unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - 2012
Persistent link: https://www.econbiz.de/10010475009
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The reaction of stock market returns to unemployment
Gonzalo, Jesús; Taamouti, Abderrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 21 (2017) 4, pp. 1-20
Persistent link: https://www.econbiz.de/10011755437
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Kointegration von Aktienkursen
Krämer, Walter - 1997
Persistent link: https://www.econbiz.de/10000656610
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Linkages between Thai stock and foreign exchange markets under the floating regime
Jiranyakul, Komain - In: Journal of financial economic policy 4 (2012) 4, pp. 305-319
Persistent link: https://www.econbiz.de/10009674900
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Kointegration von Aktienkursen
Krämer, Walter - In: Schmalenbachs Zeitschrift für betriebswirtschaftliche … 51 (1999) 10, pp. 915-936
Persistent link: https://www.econbiz.de/10001410214
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The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kurz-Kim, Jeong-Ryeol - In: Economics letters 80 (2003) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001774138