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Volumn 42, Issue 6, 1998, Pages 1141-1172

Synthetic returns on NIPA assets: an international comparison

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL FLOWS; INTERNATIONAL COMPARISON; NATIONAL TRADE;

EID: 0031669869     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0014-2921(98)80007-X     Document Type: Article
Times cited : (1)

References (11)
  • 1
    • 0031396606 scopus 로고    scopus 로고
    • The international diversification puzzle is worse than you think
    • Baxter, M., Jermann, U.J., 1997. The international diversification puzzle is worse than you think. American Economic Review.
    • (1997) American Economic Review
    • Baxter, M.1    Jermann, U.J.2
  • 5
    • 84977717068 scopus 로고
    • Stock prices, earnings, and expected dividends
    • Campbell, J.Y., Shiller, R.J., 1988. Stock prices, earnings, and expected dividends. Journal of Finance 43, 661-676.
    • (1988) Journal of Finance , vol.43 , pp. 661-676
    • Campbell, J.Y.1    Shiller, R.J.2
  • 6
    • 85036258669 scopus 로고
    • Distribution of estimators for autoregressive time series models with a unit root
    • Dickey, D.A., Fuller, W.A., 1979. Distribution of estimators for autoregressive time series models with a unit root. Journal of the American Statistical Association 74, 427-431.
    • (1979) Journal of the American Statistical Association , vol.74 , pp. 427-431
    • Dickey, D.A.1    Fuller, W.A.2
  • 7
  • 8
    • 84974082784 scopus 로고
    • Testing for cointegration when some of the cointegrating vectors are prespecified
    • Horvath, M.T.K., Watson, M.W., 1995. Testing for cointegration when some of the cointegrating vectors are prespecified. Econometric Theory 11, 984-1014.
    • (1995) Econometric Theory , vol.11 , pp. 984-1014
    • Horvath, M.T.K.1    Watson, M.W.2
  • 11
    • 0039925680 scopus 로고
    • Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series
    • Stock, J.H., 1991. Confidence intervals for the largest autoregressive root in U.S. macroeconomic time series. Journal of Monetary Economics 28, 435-460.
    • (1991) Journal of Monetary Economics , vol.28 , pp. 435-460
    • Stock, J.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.