Cointegration analysis of the Fed model

Matti Koivu, Teemu Pennanen, Teemu Pennanen

Year of publication:	2005
Authors:	Koivu, Matti ; Pennanen, Teemu ; Ziemba, William T.
Published in:	Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 2.2005, 4, p. 248-259
Subject:	Kointegration \| Cointegration \| VAR-Modell \| VAR model \| CAPM \| Aktienmarkt \| Stock market \| USA \| United States \| Japan \| Deutschland \| Germany \| Kanada \| Canada \| Großbritannien \| United Kingdom \| 1980-2003

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