Stock markets, banks and economic growth in a context of common shocks and cross-country dependencies (Supplement)
Publisher
Universidad de Alcalá. Instituto Universitario de Análisis Económico y Social
Date
2017Bibliographic citation
Documentos de trabajo. IAES-Instituto Universitario de Análisis Económico y Social, Universidad de Alcalá, N. 4, 2017. ISSN 2172-7856
Keywords
Economic growth
Stock market development
Banking development
Cross-section dependence
Multifactor error structure
Crecimiento económico
Desarrollo del mercado de valores
Desarrollo bancario
Dependencia de corte transversal
Estructura de errores multifactoriales
Description / Notes
The Paper of this supplement is available in the WP 03/17
Document type
info:eu-repo/semantics/workingPaper
Rights
Atribución-NoComercial-SinDerivadas 3.0 España
Access rights
info:eu-repo/semantics/openAccess
Abstract
This is an supplement to the paper by Ruge-Leiva and Caivano (2017) “Stock Markets, Banks and Economic Growth in a Context of Common Shocks and Cross-Country Dependencies”, which provides additional findings and figures, unit root test results, cross-section dependence test results, tables of data collection and additional descriptive statistics Este es un apéndice del artículo de Ruge-Leiva y Caivano (2017) “Stock Markets, Banks and Economic Growth in a Context of Common Shocks and Cross-Country Dependencies", que proporciona hallazgos y cifras adicionales, resultados de las pruebas de raíz unitaria, resultados de las pruebas de dependencia de la sección transversal, tablas de recolección de datos y estadísticas descriptivas adicionales
Files in this item
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stock_s_ruge_IAESDT_2017_N04.pdf | 1.892Mb |
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stock_s_ruge_IAESDT_2017_N04.pdf | 1.892Mb |
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