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Author: | James, C. Koreisha, S. Partch, M. |
Title: | A VARMA analysis of the causal relations among stock returns, real output, and nominal interest rates. |
Journal: | Journal of Finance
1985 : DEC, VOL. 40:5, p. 1375-1384 |
Index terms: | RATE OF RETURN INFLATION RATES INTEREST RATES |
Language: | eng |
Abstract: |
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