Determinants of stock-bond market comovement in the Eurozone under model uncertainty
Vasiliki D. Skintzi
| Year of publication: |
2019
|
|---|---|
| Authors: | Skintzi, Vasiliki D. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 61.2019, p. 20-28
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| Subject: | Bayesian model averaging | Financial crisis | Monetary union | Stock-bond correlation | Eurozone | Euro area | Finanzkrise | Korrelation | Correlation | Bayes-Statistik | Bayesian inference | EU-Staaten | EU countries | Geldpolitik | Monetary policy | Währungsunion | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.12.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012206690