Common trends and common cycles in stock markets
Year of publication: |
2013
|
---|---|
Authors: | Narayan, Paresh Kumar ; Thuraisamy, Kannan Sivananthan |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 472-476
|
Subject: | Stock prices | Trend-cycle decomposition | Permanent and transitory shocks | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Schock | Shock | Aktienmarkt | Stock market | Konjunktur | Business cycle | Dekompositionsverfahren | Decomposition method | Kointegration | Cointegration | Theorie | Theory |
-
Marfatia, Hardik, (2022)
-
Balcilar, Mehmet, (2017)
-
Driving economic fluctuations in Peru : the role of the terms of trade
Rodriguez, Gabriel, (2018)
- More ...
-
How Do Bond, Equity and Commodity Cycles Interact?
Narayan, Paresh Kumar, (2017)
-
Can institutions and macroeconomic factors predict stock returns in emerging markets?
Narayan, Paresh Kumar, (2014)
-
An analysis of price discovery from panel data models of CDS and equity returns
Narayan, Paresh Kumar, (2014)
- More ...