Nonlinearity and Endogeneity in Macro-Asset Pricing (Q3368208)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinearity and Endogeneity in Macro-Asset Pricing |
scientific article |
Statements
Nonlinearity and Endogeneity in Macro-Asset Pricing (English)
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27 January 2006
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Granger causality
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financial markets
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arbitrage pricing theory
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