Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982 to 2002
Year of publication: |
2003
|
---|---|
Authors: | Dungey, Mardi H. ; Fry, Renee ; Martin, Vance |
Publisher: |
Canberra : Australian National Univ., Div. of Economics, Research School of Pacific and Asian Studies |
Subject: | Schock | Shock | Börsenkurs | Share price | VAR-Modell | VAR model | Australien | Australia | 1982-2002 |
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