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Volumn 11, Issue 2, 2002, Pages 175-189

An examination of the dynamic behavior of aggregate bond and stock issues

Author keywords

Bond issues; Granger causality; Stock issues; Vector autoregressive (VAR)

Indexed keywords


EID: 0036239677     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1059-0560(01)00104-6     Document Type: Article
Times cited : (4)

References (9)
  • 2
    • 0004311217 scopus 로고
    • Time series analysis: Forecasting and control
    • San Francisco: Holden-Day
    • (1976)
    • Box, G.1    Jenkins, G.2
  • 4
    • 0000351727 scopus 로고
    • Investigating causal relations by econometric models and cross-spectral methods
    • (1969) Econometrica , vol.37 , pp. 424-438
    • Granger, C.1
  • 7
    • 84977403820 scopus 로고
    • The market for securities: Substitution versus price pressure and the effects of information of share prices
    • (1972) Journal of Business , vol.5 , pp. 273-307
    • Scholes, M.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.