Macroeconomic variables and stock market indices : asymmetric dynamics in the US and Canada
Erfan M. Bhuiyan, Murshed Chowdhury
| Year of publication: |
2020
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| Authors: | Bhuiyan, Erfan M. ; Chowdhury, Murshed |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 77.2020, p. 62-74
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| Subject: | Cointegration | Macroeconomic variables | Sector indices | Stock market returns | Kanada | Canada | USA | United States | Wirtschaftsindikator | Economic indicator | Aktienmarkt | Stock market | Kointegration | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2019.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430868