Dynamics in the co-movement of economic growth and stock return : comparison between the United States and China
Yu Jiang
| Year of publication: |
2019
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|---|---|
| Authors: | Jiang, Yu |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,2, p. 1965-1976
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| Subject: | Co-movement | stock return | economic growth | dynamic correlation | time-varying copula model | Kapitaleinkommen | Capital income | USA | United States | Aktienmarkt | Stock market | China | Wirtschaftswachstum | Economic growth | Vergleich | Comparison | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2019.1642786 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012435294