International evidence on the stock market and aggregate economic activity

Author:

Cheung Yin-Wong,Ng Lilian K.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference33 articles.

1. Stock prices, asset portfolios and macroeconomic variables in ten european countries;Asprem;Journal of Banking and Finance,1989

2. The stock market and investment;Barro;Review of Financial Studies,1990

3. The relative importance of common factors across the european equity markets;Beckers;Journal of Banking and Finance,1992

4. An intertemporal asset pricing model with stochastic consumption and investment opportunities;Breeden;Journal of Financial Economics,1978

5. Brown, S., Otsuki, T., 1990. Macroeconomic Factors and the Japanese Markets: The CAPM Project. In: Elton, E.J., Gruber, M.J. (Eds.), Japanese Capital Markets. Harper and Row, New York, pp. 175–192.

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