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...

Полное описание

Библиографические подробности
Главный автор: Sloek, Torsten
Другие авторы: Christoffersen, Peter
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2000.
Серии:IMF Working Papers; Working Paper ; No. 2000/103
Online-ссылка:Full text available on IMF