An empirical analysis of dynamic relationship between stock market and bond market based on information shocks
Year of publication: |
2012
|
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Authors: | Chen, Qiang ; Chen, Daolun ; Gong, Yu Ting |
Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 2.2012, 3, p. 265-285
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Subject: | Aktienmarkt | Stock market | Rentenmarkt | Bond market | VAR-Modell | VAR model | Schock | Shock | Börsenkurs | Share price | Volatilität | Volatility | Kointegration | Cointegration | Schätzung | Estimation |
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