A statistical investigation of a stock valuation model
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DOI: 10.1007/s43546-022-00270-x
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More about this item
Keywords
Brazilian economy; Cointegration analysis; FED model; timing market model; Stock market; Fixed income; Vector error correction model;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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