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

Mardi Dungey, Renee Fry-McKibbin and Vance Martin

Global Finance Journal, 2004, vol. 15, issue 1, 81-102

Date: 2004
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Citations: View citations in EconPapers (6)

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Working Paper: Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:glofin:v:15:y:2004:i:1:p:81-102

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