Analysis of cointegration between macroeconomic variables and stock index

Proceedings - 4th International Conference on Natural Computation, ICNC 2008

Volumn 5, Issue , 2008, Pages 318-322

  Liu, Yan Chun ^a   Sun, Liang ^a  

^a LIAONING UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMICS; ERROR CORRECTION; PLANNING; RESOURCE ALLOCATION;

CAPITAL MARKETS; CO INTEGRATIONS; COINTEGRATION ANALYSES; FLUCTUATION RELATIONS; LONG TIMES; MACROECONOMIC VARIABLES; PROMOTIONAL EFFECTS; SHORT TIMES; STOCK EXCHANGE MARKETS; STOCK EXCHANGES; STOCK INDICES; STOCK MARKETS; UNIT ROOTS; VECTOR ERROR CORRECTION MODELS;

MARKETING;

EID: 57649208202     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICNC.2008.689     Document Type: Conference Paper

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