Business cycle asymmetry and the stock market in Japan
Year of publication: |
2000
|
---|---|
Authors: | Silvapulle, Paramsothy ; Silvapulle, Mervyn J. ; Soupourzis, Maria |
Published in: |
Keio economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0022-9709, ZDB-ID 202362-3. - Vol. 37.2000, 1, p. 1-12
|
Subject: | Konjunktur | Business cycle | Börsenkurs | Share price | Industrieproduktion | Industrial production | Kausalanalyse | Causality analysis | Schätzung | Estimation | Japan | 1974-1994 |
-
Global and country-specific business cycle risk in time-vaying excess returns on asset markets
Nitschka, Thomas, (2012)
-
Kaiser, Ulrich, (1999)
-
Do business-related services really lag behind manufacturing industries in the business cycle?
Kaiser, Ulrich, (1999)
- More ...
-
Business cycle asymmetry and the stock market in Japan
Silvapulle, Paramsothy, (2000)
-
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
Kim, Gunky, (2007)
-
Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models
Kim, Gunky, (2007)
- More ...