MONEY, INCOME AND PRICES AND THEIR LEAD-LAG RELATIONSHIPS IN SINGAPORE

被引:0
|
作者
LEE, SY [1 ]
LI, WK [1 ]
机构
[1] NATL UNIV SINGAPORE,DEPT ECON & STAT,SINGAPORE 0511,SINGAPORE
来源
SINGAPORE ECONOMIC REVIEW | 1983年 / 28卷 / 01期
关键词
D O I
暂无
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:73 / 87
页数:15
相关论文
共 50 条
  • [1] THE LEAD-LAG RELATIONSHIP OF MONEY, INCOME, AND PRICES IN MALAYSIA
    LEE, SY
    LI, WK
    [J]. SINGAPORE ECONOMIC REVIEW, 1985, 30 (01): : 68 - 76
  • [2] No arbitrage and lead-lag relationships
    Hayashi, Takaki
    Koike, Yuta
    [J]. STATISTICS & PROBABILITY LETTERS, 2019, 154
  • [3] The lead-lag relationships between spot and futures prices of natural gas
    Zhang, Yahui
    Liu, Li
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 490 : 203 - 211
  • [4] Lead-lag relationships in foreign exchange markets
    Basnarkov, Lasko
    Stojkoski, Viktor
    Utkovski, Zoran
    Kocarev, Ljupco
    [J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020, 539
  • [5] MONEY, INCOME AND PRICES IN SINGAPORE RECONSIDERED
    MANNING, N
    MOHAMMED, AM
    [J]. APPLIED ECONOMICS, 1990, 22 (05) : 653 - 668
  • [6] SPECTRAL ANALYSIS, PHASE ESTIMATES, AND LEAD-LAG RELATIONSHIPS
    STONE, M
    [J]. AMERICAN ECONOMIST, 1975, 19 (01): : 52 - 54
  • [7] Correlation and Lead-Lag Relationships in a Hawkes Microstructure Model
    Da Fonseca, Jose
    Zaatour, Riadh
    [J]. JOURNAL OF FUTURES MARKETS, 2017, 37 (03) : 260 - 285
  • [8] Emergence of statistically validated financial intraday lead-lag relationships
    Curme, Chester
    Tumminello, Michele
    Mantegna, Rosario N.
    Stanley, H. Eugene
    Kenett, Dror Y.
    [J]. QUANTITATIVE FINANCE, 2015, 15 (08) : 1375 - 1386
  • [9] Lead-Lag Relationships between Import Commodity Prices and Freight Rates: The Case of Raw Material Imports of Korea
    Kim, Chi-Yeol
    Park, Kwang-So
    [J]. JOURNAL OF KOREA TRADE, 2019, 23 (02): : 34 - 45
  • [10] Geographic Lead-Lag Effects
    Parsons, Christopher A.
    Sabbatucci, Riccardo
    Titman, Sheridan
    [J]. REVIEW OF FINANCIAL STUDIES, 2020, 33 (10): : 4721 - 4770