A threshold autoregressive analysis of stock returns and real economic activity

International Review of Economics and Finance

Volumn 6, Issue 2, 1997, Pages 167-179

  Domian, Dale L ^b   Louton, David A ^a  

^a Brayant Colege ^*  (United States)

^b MEMORIAL UNIVERSITY OF NEWFOUNDLAND   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031521969     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(97)90022-8     Document Type: Article

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