SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Consumption asymmetry and the stock market: Empirical evidence · Study

ArticleShelves

ArticleConsumption asymmetry and the stock market: Empirical evidence

Nicholas Apergis2006

OA

Articlegreen2006

Consumption asymmetry and the stock market: Empirical evidence

Nicholas Apergis · Stephen M. Miller

127 citations·0/0 files stored·Economics Letters

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Market Dynamics and Volatility Monetary Policy and Economic Impact Financial Markets and Investment Strategies

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 127 citations exist upstream.

References

1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY 2007World Population Prospects The 2006 Revision 1997Postwar U.S. Business Cycles: An Empirical Investigation 1978Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity 2002Testing for two-regime threshold cointegration in vector error-correction models 1990The Stock Market and Investment: Is the Market a Sideshow?

Cited by

2012South African stock return predictability in the context data mining: The role of financial variables and international stock returns 2014Predicting BRICS stock returns using ARFIMA models 2022Discontinuous movements and asymmetries in cryptocurrency markets 2014Do Exchange Rate Changes have Symmetric Effect on the S-Curve?2017Asymmetric Cointegration, Nonlinear ARDL, and the J-Curve: A Bilateral Analysis of China and Its 21 Trading Partners

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2005Wealth and Asset Price Effects on Economic Activitypreprint · 8 shared references 2012Wealth effects in emerging market economiesarticle · 5 shared references 2009THE STOCK MARKET, HOUSING AND CONSUMER SPENDING: A SURVEY OF THE EVIDENCE ON WEALTH EFFECTSarticle · 5 shared references 2018Wealth Effects on Household Final Consumption: Stock and Housing Market Channelsarticle · 5 shared references 1991Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Rootsarticle · 4 shared references 2001Does Stock Market Wealth Matter for Consumption?article · 4 shared references

Details

Year2006

Typearticle

Published2006-10-10

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations127

Files0 public / 0

ShelfMarket Dynamics and Volatility

Identifiers

doi10.1016/j.econlet.2006.06.002

openalex_workW1544181801

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2012Has the Fed Reacted Asymmetrically to Stock Prices?

2017Asymmetry Effects of Exchange Rate Changes on Domestic Production in Emerging Countries

2017UK trade balance with its trading partners: An asymmetry analysis