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Permanent and transitory components of GDP and stock prices : further analysis
Gonzalo, Jesús
;
Lee, Tae-hwy
;
Yang, Weiping
- In:
Macroeconomics and finance in emerging market economies
1
(
2008
)
1
,
pp. 105-120
Persistent link: https://www.econbiz.de/10003766083
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2
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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3
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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4
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 202-217
Persistent link: https://www.econbiz.de/10011704166
Saved in:
5
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
Saved in:
6
The reaction of stock market returns to unemployment
Gonzalo, Jesús
;
Taamouti, Abderrahim
-
2017
Persistent link: https://www.econbiz.de/10011800233
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