Stock and bond market interactions with level and asymmetry dynamics : an out-of-sample application
Peter de Goeij; Wessel Marquering
| Year of publication: |
2009
|
|---|---|
| Authors: | Goeij, Peter de ; Marquering, Wessel A. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 2, p. 318-329
|
| Subject: | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Marktintegration | Market integration | USA | United States | 2003-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G12 - Asset Pricing ; C22 - Time-Series Models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003839335