Cointegration between stock prices, dividends, output and consumption : evidence and forecasting ability for 29 markets
Angela J. Black; David G. McMillan; Fiona J. McMillan
| Year of publication: |
2015
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|---|---|
| Authors: | Black, Angela J. ; McMillan, David G. ; McMillan, Fiona J. |
| Published in: |
Review of accounting & finance. - Bingley : Emerald Group Publishing Limited, ISSN 1475-7702, ZDB-ID 2084662-9. - Vol. 14.2015, 1, p. 81-103
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| Subject: | Cointegration | Forecasting | Consumption | Dividends | Output | Stock prices | Börsenkurs | Share price | Kointegration | Dividende | Dividend | Prognoseverfahren | Forecasting model | Bruttoinlandsprodukt | Gross domestic product | Zeitreihenanalyse | Time series analysis | Privater Konsum | Private consumption |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010518777