A VARMA Analysis of the Causal Relations among Stock Returns, Real Output, and Nominal Interest Rates
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 40 (1985)
Issue (Month): 5 (December)
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- Sellin, Peter, 1998. "Monetary Policy and the Stock Market: Theory and Empirical Evidence," Working Paper Series 72, Sveriges Riksbank (Central Bank of Sweden).
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