The nonlinear multidimensional relationship between stock returns and the macroeconomy
Pian Chen and Aaron Smith
| Year of publication: |
2013
|
|---|---|
| Authors: | Chen, Pian ; Smith, Aaron D. |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 45.2013, 34/36, p. 4985-4999
|
| Subject: | asset pricing | business cycle | curse of dimensionality | data visualization | Konjunktur | Business cycle | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Schätzung | Estimation | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010225854