Do Asset Prices in Transition Countries Contain Information About Future Economic Activity? /

There is ample empirical evidence for developed economies that asset prices contain information about future economic developments. But is this also the case in transition economies? Using a panel of monthly data for the Czech Republic, Hungary, Poland, Russia, Slovakia, and Slovenia for the period...

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Bibliografische gegevens
Hoofdauteur: Sloek, Torsten
Andere auteurs: Christoffersen, Peter
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2000.
Reeks:IMF Working Papers; Working Paper ; No. 2000/103
Online toegang:Full text available on IMF