ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
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More about this item
KeywordsARDL bounds tests; Long run relationship; Bias-corrected bootstrap;
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- G1 - Financial Economics - - General Financial Markets
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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