Do UK stock prices deviate from fundamentals?

DOI10.1016/S0378-4754(03)00103-4zbMath1062.91026OpenAlexW2045282025MaRDI QIDQ1427750

Wenling Yang, David E. Allen

Publication date: 14 March 2004

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4754(03)00103-4

zbMATH Keywords

Sims-Bernanke variance decompositionTrivariate moving-average

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

Related Items

The behaviour of US stock prices: Evidence from a threshold autoregressive model

Cites Work

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