Cointegration and causality between macroeconomic variables and stock market returns

Global Finance Journal

Volumn 10, Issue 1, 1999, Pages 71-81

  Kwon, Chung S ^a   Shin, Tai S ^b  

^a Averett College ^*  (United States)

^b VIRGINIA COMMONWEALTH UNIVERSITY   (United States)

Author keywords

Co integration; Macroeconomic variables; Stock market returns

Indexed keywords

EID: 0001931762     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1044-0283(99)00006-X     Document Type: Article

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