Causality from real stock returns to real activity : evidence of regime-dependence
Year of publication: |
2010
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Authors: | Kanas, Angelos ; Ioannidis, Christos |
Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 15.2010, 2, p. 180-197
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Subject: | Stock returns | real activity | regime switching | regime-dependent causality | UK | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Bruttoinlandsprodukt | Gross domestic product | Kausalanalyse | Causality analysis |
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