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Economics

Cointegration and causality between macroeconomic variables and stock market returns

Chung-Sun Kwon, Tai S. Shin

1999.3.1Global Finance Journal

DOI: 10.1016/s1044-0283(99)00006-x

Abstract

Abstract is not available.

Citation format

KWON, Chung-Sun; SHIN, Tai S. Cointegration and causality between macroeconomic variables and stock market returns. Global Finance Journal, 1999, 10: 71–81.