Regime-switsching in stock index and treasury futures returns and measures of stock market stress
Naresh Bansal; Robert A. Connolly; Chris Stivers
| Year of publication: |
2010
|
|---|---|
| Authors: | Bansal, Naresh K. ; Connolly, Robert A. ; Stivers, Christopher T. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 8, p. 753-779
|
| Subject: | Aktienindex | Stock index | Staatspapier | Government securities | Finanzkrise | Financial crisis | USA | United States | 1997-2005 |
| 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/10003985087