Euro area stock markets performance comparison and its dependence on macroeconomic variables
| Year of publication: |
2016
|
|---|---|
| Authors: | Fonseca, José Soares da |
| Published in: |
International journal of monetary economics and finance. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0479, ZDB-ID 2476010-9. - Vol. 9.2016, 3, p. 245-266
|
| Subject: | ARDL | autoregressive distributed lag | euro area market model | time-varying betas | Treynor ratios | Eurozone | Euro area | EU-Staaten | EU countries | Aktienmarkt | Stock market | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | CAPM |
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