Stock returns and real activity: the dynamic conditional lagged correlation approach
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More about this item
Keywordsstock market returns; real activity; dynamic conditional lagged correlations; recessions;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-01-07 (All new papers)
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