Directional predictability between interest rates and the Stoxx 600 Banks index : a quantile approach
Year of publication: |
2023
|
---|---|
Authors: | Joaqui-Barandica, Orlando ; Oviedo-Gómez, Andres ; Manotas-Duque, Diego F. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-8
|
Subject: | Systemic risk | Cross-quantilogram | Developed economies | Quantile vector autoregression |
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