Stock market returns and economic fundamentals in an emerging market: The case of Korea

DOI10.1023/A:1009673814889zbMath1153.91711MaRDI QIDQ1000428

Roberto S. Mariano, Fangxiong Gong

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91B84: Economic time series analysis

91B74: Economic models of real-world systems (e.g., electricity markets, etc.)

91B82: Statistical methods; economic indices and measures