Open AccessTHE DECOMPOSITION OF CHANGES OF THE EXCESS RETURN OF THE PFTS INDEX: THE DEFINITION CHANNELS OF INFLUENCE OF ECONOMIC INFORMATION SIGNALS
Author(s) -
Roman Pavlov,
Tetiana Pavlova,
O. V. Levkovich
Publication year - 2019
Publication title -
review of transport economics and management
Language(s) - English
Resource type - Journals
eISSN - 2664-3871
pISSN - 2664-1259
DOI - 10.15802/rtemt.v0i1(17).172840
Subject(s) - vector autoregression , econometrics , economics , stock market index , index (typography) , variance decomposition of forecast errors , risk premium , stock market , financial economics , computer science , world wide web , paleontology , horse , biology