The permanent-transitory decomposition of the stock markets of the G7 countries: A multivariate approach
| Year of publication: |
2007
|
|---|---|
| Authors: | Shirvani, Hassan ; Wilbratte, Barry |
| Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 47.2007, 2, p. 352-365
|
| Publisher: |
Elsevier |