Concepedia

Manufacturing Stocks: Expectations, Risk and Co-Integration

Tim Callen, Stephen G. Hall, S. G. B. Henry

The Economic Journal · 1990 · 41 citations · 17 references

DOI

Concepts

Abstract

T. S. Callen, S. G. Hall, S. G. B. Henry; Manufacturing Stocks: Expectations, Risk and Co-Integration, The Economic Journal, Volume 100, Issue 402, 1 Septe

References

17

Co-Integration and Error Correction: Representation, Estimation, and Testing

Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.9K citations

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Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text

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Rational Expectations and the Theory of Price Movements

John F. Muth · Econometrica · 1961 · 5.6K citations

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A Capital Asset Pricing Model with Time-Varying Covariances

Tim Bollerslev, Robert F. Engle, Jeffrey M. Wooldridge · Journal of Political Economy · 1988 · 3.2K citations · Full text

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Cointegration and Tests of Present Value Models

John Y. Campbell, Robert J. Shiller · Journal of Political Economy · 1987 · 2.1K citations

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