Are correlations of stock returns justified by subsequent changes in national outputs?
Year of publication: |
2003
|
---|---|
Authors: | Dumas, Bernard ; Harvey, Campbell R. ; Ruiz, Pierre |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 22.2003, 6, p. 777-811
|
Subject: | Konjunktur | Business cycle | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market | Marktintegration | Market integration | Korrelation | Correlation | OECD-Staaten | OECD countries | 1970-1996 |
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