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Tekijä: | Darrat, A. F. |
Otsikko: | Stock returns, money, and fiscal deficits. |
Lehti: | Journal of Financial and Quantitative Analysis
1990 : SEP, VOL. 25:3, p. 387-398 |
Asiasana: | CANADA SHARE PRICES INFLATION |
Kieli: | eng |
Tiivistelmä: | A test of whether changes in Candaian stock returns are caused by economic variables, using the FPE/multivariate Granger-casuality modelling technique. Data and econometric methodology. Empirical results. Two Tables illustrate the study. |
SCIMA