Stock prices-inflation puzzle and the predictability of stock market returns
From MaRDI portal
Publication:1929032
DOI10.1016/j.econlet.2005.08.001zbMath1254.91749OpenAlexW2037358458MaRDI QIDQ1929032
Publication date: 7 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2005.08.001
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Non-Markovian processes: estimation (62M09) Economic time series analysis (91B84)
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Cites Work
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