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The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kurz-Kim, Jeong-Ryeol - In: Economics letters 80 (2003) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001774138
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Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd - In: Economics letters 58 (1998) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10001233190
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What determines the dynamics of absolute excess returns on stock markets?
Kurz, Claudia; Kurz-Kim, Jeong-Ryeol - In: Economics letters 118 (2013) 2, pp. 342-346
Persistent link: https://www.econbiz.de/10009708886
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Testing cointegrating coefficients in vector autoregressive error correction models
Hansen, Gerd; Kim, Jeong-Ryeol; Mittnik, Stefan - In: Economics letters 58 (1998) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10006789873
Cover Image
The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kim, Jeong-Ryeol - In: Economics letters 80 (2003) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10006761450
Cover Image
What determines the dynamics of absolute excess returns on stock markets?
Kurz, Claudia; Kurz-Kim, Jeong-Ryeol - In: Economics letters 118 (2013) 2, pp. 342-346
Persistent link: https://www.econbiz.de/10010067636