Regime switching in the relationship between equity returns and short-term interest rates in the UK
Ólan T. Henry
| Year of publication: |
2009
|
|---|---|
| Authors: | Henry, Ólan Thomas John |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 2, p. 405-414
|
| Subject: | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | 1980-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003803123