Cointegrating realtionships between stock market indices and economic activity
Subtitle: evidence from US data
By: David G. McMillan.
Contributors: University of St Andrews. Department of Economics.; University of St Andrews. Centre for Research into Industry, Enterprise, Finance and the Firm.
Series: Discussion paper series / University of St. Andrews, Department of Economics/Centre for Research into Industry, Enterprise, Finance and the Firm -- no. 0104; Discussion paper series (University of St. Andrews. Department of Economics/Centre for Research into Industry, Enterprise, Finance and the Firm) -- no. 0104.
Publisher: St. Salvator's College
Published: 2001
Place of publication: St. Andrews
Language: eng
Notes: Includes bibliographichal references.