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Francisco , Jareno ; Francisco, Jareño. (2008) Spanish stock market sensitivity to real interest and inflation rates: an extension of the Stone two-factor model with factors of the Fama and French three-factor model.
In: Applied Economics. RePEc:taf:applec:v:40:y:2008:i:24:p:3159-3171.

Full description at Econpapers

cites:

Zellner, A. (1962) An efficient method of estimating seemingly unrelated regressions, and tests for aggregation bias, Journal of the American Statistical Association, 57, 348–68.

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