Chadha, Jagjit (contributor); Corrado, Luisa (contributor); … - 2008
premium from 1987 to 2008. We also present the analysis
of the short-term and long-term correlation with respect to in …
1987 to July 2008. We are interested in the full sample results and also in the
two sub samples: February 1987 to December …
Press.
26
Table 1: Descriptive Statistics of Model Variables
Early Sample Late Sample Full Sample
1987:2-1997:12 1998 …