The Stock Return-Inflation Puzzle and the Asymmetric Causality in Stock Returns, Inflation and Real Activity
| Year of publication: |
2016
|
|---|---|
| Authors: | Kim, Jeong-Ryeol |
| Publisher: |
[2016]: [S.l.] : SSRN |
| Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Wirtschaftswachstum | Economic growth | Deutschland | Germany | Kausalanalyse | Causality analysis | Inflationsrate | Inflation rate | Inflationserwartung | Inflation expectations |
| Description of contents: |
In this paper, we use a modified concept of Granger-(non)causality in reconsidering theIn der vorliegenden Arbeit soll das konventionelle Konzept der Granger-Kausalität
|
freely available
| Extent: | 1 Online-Ressource (21 p) |
|---|---|
| Series: | Bundesbank Series 1 Discussion Paper ; No. 2003,03 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2003 erstellt |
| Other identifiers: | 10.2139/ssrn.2785027 [DOI] |
| Classification: | E44 - Financial Markets and the Macroeconomy ; C12 - Hypothesis Testing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012991384