Economic activity and the stock market [electronic resource] : the asymmetric impact of fundamental...
Economic activity and the stock market [electronic resource] : the asymmetric impact of fundamental...
Economic activity and the stock market [electronic resource] : the asymmetric impact of fundamental and non-fundamental news / by Ólan Henry, Nilss Olekalns and Kalvinder Shields.
About this item
Full title
Author / Creator
Publisher
Melbourne : Dept. of Economics, University of Melbourne, 2008.
Date
2008.
Record Identifier
MMS ID
Language
English
Formats
Publication information
Publisher
Melbourne : Dept. of Economics, University of Melbourne, 2008.
Series
Place of Publication
Victoria
Date Published
2008.
Subjects
More information
Scope and Contents
Summary
In this paper, we present a general model of the joint data generating process underlying economic activity and stock market returns allowing for complex nonlinear feedbacks and interdependencies between the conditional means and conditional volatilities of the variables. We propose statistics that capture the long and short run responses of the sy...
Alternative Titles
Full title
Economic activity and the stock market [electronic resource] : the asymmetric impact of fundamental and non-fundamental news / by Ólan Henry, Nilss Olekalns and Kalvinder Shields.
Authors, Artists and Contributors
Author / Creator
Notes
General note
Research paper / University of Melbourne, Dept. of Economics, 0819-2642 ; no. 1039.
Title from title screen (viewed on 19 Sept. 2011)
"May 2008".
Includes bibliographical references (p. 26-29)
System details note
Mode of access: Internet via World Wide Web. Address as at 19/09/2011: http://www.economics.unimelb.edu.au/research/workingPapers.html.
System requirements: Adobe Acrobat reader to access the document in PDF format.
Contextual Information
Other version (online)
Identifiers
Primary Identifiers
Record Identifier
74VvKxPyQ2dg
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/74VvKxPyQ2dg
Other Identifiers
ISBN
9780734040053
DDC
332.6
MMS ID
991007961749702626
