Cointegration and Tests of Present Value Models
1987; University of Chicago Press; Volume: 95; Issue: 5 Linguagem: Inglês
10.1086/261502
ISSN1537-534X
AutoresJohn Y. Campbell, Robert J. Shiller,
Tópico(s)Energy, Environment, Economic Growth
ResumoPrevious articleNext article No AccessCointegration and Tests of Present Value ModelsJohn Y. Campbell and Robert J. ShillerJohn Y. Campbell Search for more articles by this author and Robert J. Shiller Search for more articles by this author PDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 95, Number 5Oct., 1987 Article DOIhttps://doi.org/10.1086/261502 Views: 165Total views on this site Citations: 1235Citations are reported from Crossref Copyright 1987 The University of ChicagoPDF download Crossref reports the following articles citing this article:Mirko Abbritti, Hector Carcel, Luis Gil-Alana, Antonio Moreno Term premium in a fractionally cointegrated yield curve, Journal of Banking & Finance 149 (Apr 2023): 106777.https://doi.org/10.1016/j.jbankfin.2023.106777Wenjun Feng, Zhengjun Zhang Currency exchange rate predictability: The new power of Bitcoin prices, Journal of International Money and Finance 132 (Apr 2023): 102811.https://doi.org/10.1016/j.jimonfin.2023.102811YONGOK CHOI, GIACOMO RONDINA, TODD B. 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