An examination of the dynamic behavior of aggregate bond and stock issues
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Bibliographic InfoArticle provided by Elsevier in its journal International Review of Economics & Finance.
Volume (Year): 11 (2002)
Issue (Month): 2 (May)
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Web page: http://www.elsevier.com/locate/inca/620165
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- Lemmens, Aurélie & Croux, Christophe & Dekimpe, Marnik G., 2008. "Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys," International Journal of Forecasting, Elsevier, vol. 24(3), pages 414-431.
- Wieringa, Jaap E. & Horvath, Csilla, 2005. "Computing level-impulse responses of log-specified VAR systems," International Journal of Forecasting, Elsevier, vol. 21(2), pages 279-289.
- Ameer, Rashid, 2007.
"What moves the primary stock and bond markets? Influence of macroeconomic factors on bond and equity issues in Malaysia and Korea,"
19656, University Library of Munich, Germany.
- Rashid Ameer, 2007. "What Moves the Primary Stock and Bond Markets? Influence of Macroeconomic Factors on Bond and Equity Issues in Malaysia and Korea," Asian Academy of Management Journal of Accounting and Finance, Penerbit Universiti Sains Malaysia, vol. 3(1), pages 93-116.
- Lemmens, A. & Croux, C. & Dekimpe, M.G., 2004. "Decomposing Granger Causality over the Spectrum," Research Paper ERS-2004-102-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
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