Spillovers between output and stock prices : a wavelet approach
David G. McMillan and Aviral Kumar Tiwari
| Year of publication: |
2016
|
|---|---|
| Authors: | McMillan, David G. ; Tiwari, Aviral Kumar |
| Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 33.2016, 4, p. 625-637
|
| Subject: | GDP | Spillovers | Wavelets | Stock prices | Time-variation | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Zustandsraummodell | State space model | Bruttoinlandsprodukt | Gross domestic product | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Nationaleinkommen | National income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-07-2014-0125 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011722563