Stock market indices and interest rates in the US and Europe : persistence and long-run linkages
Guglielmo Maria Caporale and Luis Alberiko Gil-Alana and Eduard Melnicenco
| Year of publication: |
2024
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Melnicenco, Eduard |
| Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 41.2024, 5, p. 1044-1056
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| Subject: | Fractional cointegration | Fractional integration | Interest rates | Persistence | Stock market prices | Zins | Interest rate | Kointegration | Cointegration | USA | United States | Zeitreihenanalyse | Time series analysis | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price | Großbritannien | United Kingdom | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-06-2023-0304 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015199622