THE INTERACTION BETWEEN THE FINANCIAL SECTOR AND THE REAL SECTOR: A STOCHASTIC MODEL

Using a stochastic factor model, we devise a method to estimate the marginal impact of real GDP on the stock market. We apply our approach to the Jamaican financial market.

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Year of publication:	2012
Authors:	ALGHALITH, MOAWIA ; POLIUS, TRACY
Published in:	Annals of Financial Economics (AFE). - World Scientific Publishing Co. Pte. Ltd., ISSN 2010-4960. - Vol. 07.2012, 02, p. 1250009-1
Publisher:	World Scientific Publishing Co. Pte. Ltd.
Subject:	Stochastic \| portfolio \| investment \| GDP \| Jamaican financial market

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Extent:	application/pdf text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010699490