Browsing by Subject "stock market"
Now showing items 1-3 of 3
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Article
The behaviour of stock returns and interest rates over the business cycle in the US and UK
(2001)The paper studies the dynamic behaviour of the conditional mean and volatility of weekly financial variables in relation to the business cycle for the USA and UK economies. The mean US S&P stock returns steadily increases ...
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Article
Equity culture and household behavior
(2002)Equity culture has spread among households on both sides of the Atlantic. We study likely effects of equity culture on the behavior of households entering the stock market. Without borrowing constraints, the improved ...
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Article
Financial variables and real activity in Canada
(2003)In this paper we utilize Canadian and U.S. data to investigate the relationship between financial market variables (Canadian and U.S.) and Canadian output growth, using a non-parametric technique. The financial variables ...