Manufacturing Stocks: Expectations, Risk and Co-Integration

Tim Callen · Stephen Gilroy Hall · S. G. B. Henry

41 citations0/0 files storedThe Economic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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T. S. Callen, S. G. Hall, S. G. B. Henry; Manufacturing Stocks: Expectations, Risk and Co-Integration, The Economic Journal, Volume 100, Issue 402, 1 Septe

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1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1986Generalized autoregressive conditional heteroskedasticity 1961Rational Expectations and the Theory of Price Movements 1988A Capital Asset Pricing Model with Time-Varying Covariances 1987Cointegration and Tests of Present Value Models 1995Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW 1988The econometric analysis of models with risk terms

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1994The demand for Indonesian narrow money: long-run equilibrium, error correction and forward-looking behaviour 2002Rational Error Correction 1992BUFFER STOCK MONEY AND THE COMPANY SECTOR 1

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