Re-examine the dynamic conditional correlation between bond and stock returns : the quantile regression approach
Bing-Tse Wu; Wo-Chiang Lee
Year of publication: |
2012
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Authors: | Wu, Bing-tse ; Lee, Wo-chiang |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 11.2012, 5, p. 493-502
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Subject: | Kapitaleinkommen | Capital income | Schätzung | Estimation | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Aktienmarkt | Stock market | Korrelation | Correlation |
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