The time-varying relation between stock returns and monetary variables
Year of publication: |
2022
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Authors: | McMillan, David G. |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 15.2022, 1, Art.-No. 9, p. 1-17
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Subject: | stock returns | interest rates | inflation | money supply | time-variation | correlation | predictability | Kapitaleinkommen | Capital income | Geldmenge | Money supply | Zins | Interest rate | Inflation | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Geldpolitik | Monetary policy | VAR-Modell | VAR model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm15010009 [DOI] hdl:10419/258733 [Handle] |
Classification: | C22 - Time-Series Models ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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