Stock prices and demographic structure: A cointegration approach

Youngsoo Bae

doi:10.1016/j.econlet.2010.02.017

Stock prices and demographic structure: A cointegration approach

Youngsoo Bae

School of Economics

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

Using cointegration methods, I find a negative impact of the proportion of the population in the retirement age on stock prices in the US, but no positive impact of the proportion of the population in the prime earning age.

Original language	English
Pages (from-to)	341-344
Number of pages	4
Journal	Economics Letters
Volume	107
Issue number	3
DOIs	https://doi.org/10.1016/j.econlet.2010.02.017
State	Published - Jun 2010

Keywords

Cointegration
Demographic structure
Stock price
Unit root

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10.1016/j.econlet.2010.02.017

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title = "Stock prices and demographic structure: A cointegration approach",

abstract = "Using cointegration methods, I find a negative impact of the proportion of the population in the retirement age on stock prices in the US, but no positive impact of the proportion of the population in the prime earning age.",

keywords = "Cointegration, Demographic structure, Stock price, Unit root",

author = "Youngsoo Bae",

year = "2010",

month = jun,

doi = "10.1016/j.econlet.2010.02.017",

language = "English",

volume = "107",

pages = "341--344",

journal = "Economics Letters",

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AB - Using cointegration methods, I find a negative impact of the proportion of the population in the retirement age on stock prices in the US, but no positive impact of the proportion of the population in the prime earning age.

KW - Cointegration

KW - Demographic structure

KW - Stock price

KW - Unit root

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U2 - 10.1016/j.econlet.2010.02.017

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M3 - Article

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VL - 107

SP - 341

EP - 344

JO - Economics Letters

JF - Economics Letters

IS - 3

ER -

Stock prices and demographic structure: A cointegration approach

Abstract

Keywords

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