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Volumn 21, Issue 2, 1996, Pages 221-234

Stock prices, production and interest rates: Comparison of three European countries with the USA

Author keywords

[No Author keywords available]

Indexed keywords

COMPARATIVE STUDY; INTERNATIONAL COMPARISON; NATIONAL ECONOMY; PRODUCTION CHANGE; STOCK RETURN;

EID: 0030473243     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf01175971     Document Type: Review
Times cited : (25)

References (19)
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    • Asprem, M.1
  • 2
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    • Auerbach AJ (1982) The index of leading indicators: "Measurement without theory," thirty-five years later. Review of Economics and Statistics 64:589-595
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    • Auerbach, A.J.1
  • 3
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    • Chen, N.1    Roll, R.2    Ross, S.3
  • 4
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    • Production-based asset pricing and the link between stock returns and economic fluctuations
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    • Cochrane, J.H.1
  • 7
    • 33749009107 scopus 로고
    • Stock returns, real activity, inflation, and money
    • Fama EF (1981) Stock returns, real activity, inflation, and money. American Economic Review 71:545-565
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    • Fama, E.F.1
  • 8
    • 84977707061 scopus 로고
    • Stock returns, expected returns, and real activity
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    • Fama, E.F.1
  • 12
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    • Critical values for cointegration tests
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    • MacKinnon JG (1991) Critical values for cointegration tests. In: RF Engle and CWJ Granger (eds) Long-run Economic Relationships: Readings in Cointegration, Oxford University Press, Oxford
    • (1991) Long-run Economic Relationships: Readings in Cointegration
    • MacKinnon, J.G.1
  • 13
    • 0001738730 scopus 로고
    • An intertemporal capital asset pricing model
    • Merton RC (1973) An intertemporal capital asset pricing model. Econometrica 41:867-887
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    • Merton, R.C.1
  • 14
    • 0000706085 scopus 로고
    • A simple, positive semi-definite, heteroskedasticity and aulocorrelation consistent covariance matrix
    • Newey WK, West KD (1987) A simple, positive semi-definite, heteroskedasticity and aulocorrelation consistent covariance matrix. Econometrica 55:703-708
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 16
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    • Stock returns and real activity: A century of evidence
    • Schwert GW (1990) Stock returns and real activity: a century of evidence. Journal of Finance 45:1237-1257
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  • 17
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    • Testing the random walk hypothesis: Power versus frequency of observations
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  • 18
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    • Macroeconomic news and the stock market. Evidence from Europe
    • Wasserfallen W (1989) Macroeconomic news and the stock market. Evidence from Europe. Journal of Banking and Finance 13:613-626
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    • Wasserfallen, W.1
  • 19
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.