"Excess Volatility" and the German Stock Market, 1876-1990
收藏NBER1992-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4054
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资源简介：
This paper uses long-run real price and dividends series to investigate for the German stock market the questions asked of the U.S. market by Shiller (1989). It tries to determine in what periods and to what degree the German stock market has also possessed excess volatility' in the past century. It
提供机构：
美国国家经济研究局
创建时间：
1992-04-01
