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A mixed frequency approach for stock returns and valuation ratios - MaRDI portal

A mixed frequency approach for stock returns and valuation ratios (Q2295354)

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A mixed frequency approach for stock returns and valuation ratios
scientific article

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    A mixed frequency approach for stock returns and valuation ratios (English)
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    13 February 2020
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    stock index returns
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    valuation ratios
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    MF-VAR
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    impulse response analysis
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