Stock and Bond Relationships in Asia
Year of publication: |
2010-04-01
|
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Authors: | Johansson, Anders C. |
Institutions: | Stockholm China Economic Research Institute, Handelshögskolan i Stockholm |
Subject: | Asia | stock markets | bond markets | stochastic volatility | Markov Chain Monte Carlo | spillover effects | dynamic correlation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series China Economic Research Center Working Paper Series Number 2010-14 31 pages |
Classification: | C32 - Time-Series Models ; F30 - International Finance. General ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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