Stock earnings and bond yields in the US 1871-2017 : the story of a changing relationship
Valeriy Zakamulin, John A. Hunnes
| Year of publication: |
2021
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| Authors: | Zakamulin, Valeriy ; Hunnes, John A. |
| 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. 79.2021, p. 182-197
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| Subject: | Equilibrium relationship | Equity valuation model | Granger causality | Historical development | Monetary policy | Structural break analysis | Vector error correction | USA | United States | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Geldpolitik | Großbritannien | United Kingdom | Strukturbruch | Structural break | Kapitaleinkommen | Capital income | Anleihe | Bond | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2020.05.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012655036