Does the tail of finance wag the dog of the real economy? : dynamic connectedness of the stock market and business confidence

Anthanasius Fomum Tita, Joseph J. French, Constantin Gurdgiev, Adefemi Obalade

Year of publication:	2025
Authors:	Tita, Anthanasius Fomum ; French, Joseph J. ; Gurdgiev, Constantin ; Obalade, Adefemi Alamu
Subject:	Dynamic connectedness \| Stock market indices \| Time-varying parameter vector autoregression \| VAR-Modell \| VAR model \| Aktienmarkt \| Stock market \| Kapitaleinkommen \| Capital income \| Schätzung \| Estimation \| Börsenkurs \| Share price \| Wirtschaftsindikator \| Economic indicator \| Zeitreihenanalyse \| Time series analysis

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