Financial crisis and market risk premium: Identifying multiple structural changes
The relationship between macroeconomic variables and stock market returns is, by now, well-documented in the literature. However, in this article we examine the long-run relationship between stock and bond markets returns over the period from 1991:11 to 2009:11, using Bai and Perron¿s multiple stru...
Salvato in:
| Pubblicato in: | INNOVAR. Revista de Ciencias Administrativas y Sociales |
|---|---|
| Autori principali: | , , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Universidad Nacional de Colombia
2011
|
| Soggetti: | |
| Accesso online: | https://www.redalyc.org/articulo.oa?id=81819029012 |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|