Do Stock Prices Contain Predictive Power for the Future Economic Activity? A Granger Causality Analysis in the Frequency Domain
Year of publication: |
2011
|
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Authors: | Croux, Christophe |
Other Persons: | Reusens, Peter (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Prognose | Forecast |
Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 13, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1967024 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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