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Search Results for Collection: Conference or Workshop Item (Seminar, Speech or Other Presentation)
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(Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago Department of Finance Seminar Series, 2002)This paper provides an exposition of the nature, means of estimation and uses of Financial Conditions Indexes (FCIs) and their relationship to the more common Monetary Conditions Indexes (MCIs) that are used by market ... -
(Conference or Workshop Item (Seminar, Speech or Other Presentation), University of Otago, Finance department, Seminar, 2001)Using 54 years of US quarterly data and a VAR model underpinned by a theory of the relationship between stock prices and output, this paper considers the deviations of US stock prices from their fundamental value. To do ...
Now showing items 1-2 of 2