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Konsum, Dividenden und Aktienmarkt : einen Kointegrationsanalyse

Seiler, Yvonne - 2006 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003270782

Konsum, Dividenden und Aktienmarkt : Eine Kointegrationsanalyse

Seiler, Yvonne (contributor) - 2006

, Dividenden und Marktkapitalisierung mittels Kointegration und zeigt so eine gegenüber den herkömmlich verwendeten Methoden …

Persistent link: https://www.econbiz.de/10014014177

Risk and return on technology stocks and the aggregate stock market

Khatchatrian, Varoujan - 2004

Persistent link: https://www.econbiz.de/10003384712

Integrierte Prozesse und gemeinsame Trends : Darstellung und empirische Umsetzung mit Hilfe von Vektorfehlerkorrekturmodellen und Bayesianischen Vektorautoregressionen

Borutta, Hansjörg - 1994

Persistent link: https://www.econbiz.de/10013386227

Using asset prices to measure the cost of business cycles

Alvarez Garrido, Fernando; Jermann, Urban J. - 2000

Persistent link: https://www.econbiz.de/10001523082

Using asset prices to measure the cost of business cycles

Alvarez, Fernando; Jermann, Urban J. - In: Journal of political economy 112 (2004) 6, pp. 1223-1256

Persistent link: https://www.econbiz.de/10002492965

Using asset prices to measure the cost of business cycles

Jermann, Urban J. (contributor); … - 2000

Persistent link: https://www.econbiz.de/10003732313

Does consumption-wealth ratio signal stock returns? : VECM results for Germany

Fang, Xu (contributor) - 2005

This paper studies the signalling effect of the consumption-wealth ratio (cay) on German stock returns via vector error correction models (VECMs). The effect of cay on U.S. stock returns has been recently confirmed by Lettau and Ludvigson with a two-stage method. In this paper, performances of...

Persistent link: https://www.econbiz.de/10002633392

Ricardian equivalence, expansionary fiscal contraction and the stock market : a VECM approach

Giorgioni, Gianluigi; Holden, Kenneth - In: Applied economics 35 (2003) 12, pp. 1435-1443

Persistent link: https://www.econbiz.de/10001804552

Nonlinearity in the stock price-dividend relation

Kanas, Angelos - In: Journal of international money and finance 24 (2005) 4, pp. 583-606

Persistent link: https://www.econbiz.de/10002921314