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dc.contributor.authorHassapis, Christisen
dc.contributor.authorKalyvitis, Sarantisen
dc.creatorHassapis, Christisen
dc.creatorKalyvitis, Sarantisen
dc.date.accessioned2019-05-03T05:22:14Z
dc.date.available2019-05-03T05:22:14Z
dc.date.issued2002
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/47399
dc.description.abstractThis paper investigates the link between real stock price changes and economic growth. We develop a simple growth model, which presents the relationship between real stock prices and output. Evidence from the G-7 economies by use of the Vector Autoregression (VAR) methodology shows that real stock price changes and output growth are strongly related, as predicted by the theoretical model. The bivariate framework also provides useful information for understanding the response of economic growth and real stock prices to external shocks. © 2002 Board of Trustees of the University of Illinois. All rights reserved.en
dc.language.isoengen
dc.sourceQuarterly Review of Economics and Financeen
dc.subjectReal stock returnsen
dc.subjectEconomic growthen
dc.subjectVector autoregressionen
dc.titleInvestigating the links between growth and real stock price changes with empirical evidence from the G-7 economiesen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1016/S1062-9769(01)00111-9
dc.description.volume42
dc.description.startingpage543
dc.description.endingpage575
dc.type.uhtypeArticleen
dc.contributor.orcidHassapis, Christis [0000-0002-7808-270X]
dc.description.totalnumpages543-575


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