A VARMA ANALYSIS OF THE CAUSAL RELATIONS AMONG STOCK RETURNS, REAL OUTPUT, AND NOMINAL INTEREST-RATES

被引：40

作者：

JAMES, C

KOREISHA, S

PARTCH, M

机构：

来源：

JOURNAL OF FINANCE | 1985年 / 40卷 / 05期

关键词：

D O I：

10.1111/j.1540-6261.1985.tb02389.x

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1375 / 1384

页数：10

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