THE RELATIONSHIP BETWEEN MACROECONOMY AND ASSET PRICES: LONG-RUN CAUSALITY EVIDENCE FROM LITHUANIA
The purpose of this paper is to determine the long-run causal impact of various economic factors on Lithuanian stock, government securities and real estate prices, and to assess how accurately future asset returns can be forecasted based solely on economic information. Five macroeconomic indicators,...
Shranjeno v:
| izdano v: | Organizations and Markets in Emerging Economies |
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| Principais autores: | , |
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Vilniaus Universitetas
2017
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| Teme: | |
| Online dostop: | https://www.redalyc.org/articulo.oa?id=692375773005 |
| Oznake: |
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