The linkage between stock and inter-bank bond markets in China : a dynamic conditional correlation (DCC) analysis
Year of publication: |
2020
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Authors: | Hassanein, Ahmed ; Elgohari, Hanaa |
Published in: |
International journal of economics and business research : IJEBR. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-9869, ZDB-ID 2537709-7. - Vol. 20.2020, 1, p. 80-99
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Subject: | DCC | dynamic conditional correlation | BEKK | spillover effects | financial markets | China | Korrelation | Correlation | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Finanzmarkt | Financial market | Rentenmarkt | Bond market | Börsenkurs | Share price |
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