THE INTERACTION BETWEEN THE FINANCIAL SECTOR AND THE REAL SECTOR: A STOCHASTIC MODEL

Moawia Alghalith () and Tracy Polius
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Moawia Alghalith: Department of Economics, University of the West Indies, St Augustine Campus, Trinidad and Tobago
Tracy Polius: Department of Economics, University of the West Indies, St Augustine Campus, Trinidad and Tobago

Annals of Financial Economics (AFE), 2012, vol. 07, issue 02, 1-4

Abstract: Using a stochastic factor model, we devise a method to estimate the marginal impact of real GDP on the stock market. We apply our approach to the Jamaican financial market.

Keywords: Stochastic; portfolio; investment; GDP; Jamaican financial market; C0; E0; G0 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1142/S2010495212500091

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