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~isPartOf:"Economic Perspectives"
~isPartOf:"Financial innovation : FIN"
~subject:"Kointegration"
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Stock
prices
and economic activity nexus in OECD countries : new evidence from an asymmetric panel Granger causality test in the frequency domain
Yilanci, Veli
;
Ozgur, Onder
;
Gorus, Muhammed Sehid
- In:
Financial innovation : FIN
7
(
2021
),
pp. 1-22
fluctuating components. Our findings show that the
stock
prices
have predictive power for future long-term economic activity in … the panel setting. However, economic activity has more reliable information for
stock
prices
for negative components …
Persistent link: https://www.econbiz.de/10012429266
Saved in:
2
Stock market and macroeconomic variables : new evidence from India
Gopinathan, R.
;
Durai, S. Raja Sethu
- In:
Financial innovation : FIN
5
(
2019
)
29
,
pp. 1-17
lower frequency for the transformed variables, establishing the fact that the long-run relationship between
stock
prices
and …
Persistent link: https://www.econbiz.de/10012267017
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