Impulse response functions and causality test of financial stress and stock market risk premiums
Year of publication: |
2013
|
---|---|
Authors: | Sum, Vichet |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 4.2013, 1, p. 1-4
|
Subject: | Börsenkurs | Share price | Risikoprämie | Risk premium | Kausalanalyse | Causality analysis | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
-
Impulse Response Functions and Causality Test of Financial Stress and Stock Market Risk Premiums
Sum, Vichet, (2012)
-
Gupta, Rangan, (2017)
-
Wic, Ana Navarrete, (2018)
- More ...
-
Impulse Response Functions and Causality Test of Financial Stress and Stock Market Risk Premiums
Sum, Vichet, (2013)
-
EMPLOYEE BENEFITS AND STOCK RETURNS: A LOOK AT HEALTH CARE BENEFITS
Sum, Vichet, (2013)
-
Sum, Vichet, (2013)
- More ...