Regime switiching in the dynamic relationship between stock returns and inflation
Dandan Liu, Dennis Jansen and Qi Li
| Year of publication: |
2005
|
|---|---|
| Authors: | Liu, Dandan ; Jansen, Dennis W. ; Li, Qi |
| Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 1.2005, 5, p. 273-277
|
| Subject: | Inflation | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Aktienindex | Stock index | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003118548