Predicting stock market movements with a time-varying consumption-aggregate wealth ratio

Chang, Tsangyao; Gupta, Rangan; Majumdar, Anandamayee; Pierdzioch, Christian

dc.contributor.author	Chang, Tsangyao
dc.contributor.author	Gupta, Rangan
dc.contributor.author	Majumdar, Anandamayee
dc.contributor.author	Pierdzioch, Christian
dc.date.accessioned	2019-01-15T10:21:06Z
dc.date.issued	2019-01
dc.description.abstract	Please read abstract in the article.	en_ZA
dc.description.department	Economics	en_ZA
dc.description.embargo	2020-01-01
dc.description.librarian	hj2019	en_ZA
dc.description.uri	http://www.elsevier.com/locate/iref	en_ZA
dc.identifier.citation	Chang, T., Gupta, R., Majumdar, A. et al. 2019, 'Predicting stock market movements with a time-varying consumption-aggregate wealth ratio', International Review of Economics and Finance, vol. 59, pp. 458-467.	en_ZA
dc.identifier.issn	1059-0560 (print)
dc.identifier.issn	1873-8036 (online)
dc.identifier.other	10.1016/j.iref.2018.10.009
dc.identifier.uri	http://hdl.handle.net/2263/68146
dc.language.iso	en	en_ZA
dc.publisher	Elsevier	en_ZA
dc.rights	© 2018 Elsevier Inc. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in International Review of Economics and Finance. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. A definitive version was subsequently published in International Review of Economics and Finance, vol. 59, pp. 458-467, 2019. doi : 10.1016/j.iref.2018.10.009.	en_ZA
dc.subject	Consumption-aggregate wealth ratio	en_ZA
dc.subject	Nonparametric causality-in-quantiles test	en_ZA
dc.subject	Stock returns	en_ZA
dc.subject	Time-varying cointegration	en_ZA
dc.subject	Volatility	en_ZA
dc.title	Predicting stock market movements with a time-varying consumption-aggregate wealth ratio	en_ZA
dc.type	Postprint Article	en_ZA