A VARMA Analysis of the Causal Relations among Stock Returns, Real Output, and Nominal Interest Rates.
| Year of publication: |
1985
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|---|---|
| Authors: | James, Christopher ; Koreisha, Sergio ; Partch, Megan |
| Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 40.1985, 5, p. 1375-84
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| Publisher: |
American Finance Association - AFA |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005214383