Open AccessImpulse Response Functions and Causality Test of Financial Stress and Stock Market Risk Premiums
Author(s) -
Vichet Sum
Publication year - 2012
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2101572
Subject(s) - stress test , stock market , impulse response , stock (firearms) , causality (physics) , econometrics , business , economics , financial economics , finance , mathematics , engineering , physics , paleontology , horse , biology , mechanical engineering , mathematical analysis , quantum mechanics
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