Predicting stock market movements with a time-varying consumption-aggregate wealth ratio
Loading...
Date
Authors
Chang, Tsangyao
Gupta, Rangan
Majumdar, Anandamayee
Pierdzioch, Christian
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Abstract
Please read abstract in the article.
Description
Keywords
Consumption-aggregate wealth ratio, Nonparametric causality-in-quantiles test, Stock returns, Time-varying cointegration, Volatility
Sustainable Development Goals
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.