Do stock market returns predict changes to output? Evidence from a nonlinear panel data model

Author： Henry Ólan T.  

Publisher： Springer Publishing Company

ISSN： 0377-7332

Source： Empirical Economics, Vol.29, Iss.3, 2004-09, pp. : 527-540

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Bond rating changes and stock returns: evidence from the Spanish stock market

By Abad-Romero Pilar  

Spanish Economic Review, Vol. 9, Iss. 2, 2007-06 ,pp. : 79-103

Springer Publishing Company

Access to resources Recommend Favorite

Returns to scale in a matching model: evidence from disaggregated panel data

By Kangasharju Aki   Pehkonen Jaakko   Pekkala Sari  

Applied Economics, Vol. 37, Iss. 1, 2005-01 ,pp. : 115-118

Routledge Ltd

Access to resources Recommend Favorite

The buffer stock model of money demand: evidence from panel data

By Tin Jan  

Applied Economics Letters, Vol. 17, Iss. 4, 2010-03 ,pp. : 357-360

Routledge Ltd

Access to resources Recommend Favorite

Stock returns and inflation: evidence from an emerging market

By Spyrou Spyros I.  

Applied Economics Letters, Vol. 8, Iss. 7, 2001-07 ,pp. : 447-450

Routledge Ltd

Access to resources Recommend Favorite

An empirical analysis of changes of the impact of federal budget deficits on stock market returns: evidence from the US economy

By Grobys Klaus  

Applied Economics Letters, Vol. 20, Iss. 9, 2013-06 ,pp. : 921-924

Routledge Ltd

Access to resources Recommend Favorite