Predicting output growth at long horizons : stock return volatility and the monetary policy influence
Christos Bouras and Christina Christou, Christis Hassapis
| Year of publication: |
2015
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|---|---|
| Authors: | Bouras, Christos ; Christou, Christina ; Hassapis, Christis |
| Published in: |
International journal of portfolio analysis and management : IJPAM. - Genéve [u.a.] : Inderscience Enterprises, ISSN 2048-237X, ZDB-ID 2663998-1. - Vol. 2.2015, 1, p. 57-98
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| Subject: | indirect causality | h step-ahead causality | stock returns volatility | output growth | monetary policy | causality chain | causality measures | Volatilität | Volatility | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Geldpolitik | Monetary policy | Börsenkurs | Share price | Wirtschaftswachstum | Economic growth | Bruttoinlandsprodukt | Gross domestic product | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJPAM.2015.077139 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012253627