Nonlinearity and Endogeneity in Macro-Asset Pricing (Q3368208)
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scientific article; zbMATH DE number 5002291
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| English | Nonlinearity and Endogeneity in Macro-Asset Pricing |
scientific article; zbMATH DE number 5002291 |
Statements
Nonlinearity and Endogeneity in Macro-Asset Pricing (English)
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27 January 2006
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Granger causality
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financial markets
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arbitrage pricing theory
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0.757866621017456
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0.7455493807792664
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0.7198196649551392
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0.71031254529953
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