Comovements in national stock market returns : evidence of predictability but not cointegration
prep. by Anthony J. Richards
| Year of publication: |
1996
|
|---|---|
| Authors: | Richards, Anthony J. |
| Institutions: | Internationaler Währungsfonds / European Department <2> (contributor) |
| Publisher: |
[Washington, DC] : Internat. Monetary Fund, Europ. II Dep. |
| Subject: | Kapitaleinkommen | Capital income | Kointegration | Cointegration | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Großbritannien | United Kingdom |
| Extent: | III, 25 S |
|---|---|
| Series: | IMF working paper. - Washington, DC : IMF, ZDB-ID 1449439-5. - Vol. 96/28 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 23 - 25 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013425496