A VARMA ANALYSIS OF THE CAUSAL RELATIONS AMONG STOCK RETURNS, REAL OUTPUT, AND NOMINAL INTEREST-RATES

成果类型:
Article
署名作者:
JAMES, C; KOREISHA, S; PARTCH, M
刊物名称:
JOURNAL OF FINANCE
ISSN/ISSBN:
0022-1082
DOI:
10.1111/j.1540-6261.1985.tb02389.x
发表日期:
1985
页码:
1375-1384
关键词: