Identification of common and idiosyncratic shocks in real equity prices: Australia 1982-2002

Citation

Dungey, M, Fry, R & Martin, V 2004, 'Identification of common and idiosyncratic shocks in real equity prices: Australia 1982-2002', Global Finance Journal, vol. 15, no. 1, pp. 81-102.

Year

2004

ANU Authors

Field of Research

  • Macroeconomics (Incl. Monetary And Fiscal Theory)

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