Naira Kotb
;
Jan-Niklas Brenneisen
;
Matthias Lengnick
;
Christian Proaño
;
Hans-Werner Wohltmann

Spillover Effects between the Stock Market and the Real Economy (Replication ...

This paper illustrates a behavioral mixed frequency macro-finance model where both real and financial variables are generated on a daily basis. Further, while financial sector...

DOI:10.15456/jbnst.2024298.0720549899
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- application/vnd.wolfram.mathematica.package

Journal of Economics and Statistics

The Journal of Economics and Statistics (Jahrbücher für Nationalökonomie und Statistik) is a scientific journal published in Germany since 1863, since 2016 by DeGruyter.

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Spillover Effects between the Stock Market and the Real Economy (Replication ...