Exploring the nexus between macroeconomic variables and stock market returns in Germany: An ARDL Co-integration approach
This study examines the interaction between macroeconomic variables and stock return in Germany for the period spam from 1990:Q1 to 2016:Q1. We employing bounds testing procedure proposed by Pesaran et al. (2001) and the Autoregressive distributed lag approach has been applied as yields consistent e...
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| Format: | Article |
| Language: | English |
| Published: |
General Association of Economists from Romania
2019-06-01
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| Series: | Theoretical and Applied Economics |
| Subjects: | |
| Online Access: |
http://store.ectap.ro/articole/1391.pdf
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