The transmission of shocks among S&P indexes

Applied Financial Economics

Volumn 12, Issue 4, 2002, Pages 285-290

  Ewing, Bradley T ^a  

^a TEXAS TECH UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

STOCK MARKET;

EID: 0036204015     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100110090172     Document Type: Article

References (23)

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5. Economic forces and the stock market
6. Stochastic trends in stock prices: Evidence from Latin American markets
7. Stock market interdependencies: Evidence from the Asian NIEs
8. Long run behaviour of Pacific-Basin stock prices
9. Asset returns and inflation
10. The monetary and fiscal linkage between stock returns and inflation
11. Why do markets move together: An investigation of US-Japan stock return comovements
12. Common stochastic trends in international stock markets
13. Impulse response analysis in nonlinear multivariate models
14. Causal relations among stock returns, interest rates, real activity, and inflation
15. Stock return predictability and the role of monetary policy
16. Generalized impulse response analysis in linear multivariate models
17. Macroeconomics and reality
18. On stock market returns and monetary policy