Stock returns and real activity: the dynamic conditional lagged correlation approach
Year of publication: |
2012-12-17
|
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Authors: | Lyócsa, Štefan ; Baumöhl, Eduard ; Výrost, Tomáš |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | stock market returns | real activity | dynamic conditional lagged correlations | recessions |
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