The relationship between yield curve components and equity sectorial indices : evidence from China
Year of publication: |
2021
|
---|---|
Authors: | Umar, Zaghum ; Yousaf, Imran ; Aharon, David Y. |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 68.2021, p. 1-21
|
Subject: | Connectedness | Equity sectors | Financial crisis | Rolling spillover | Static spillover | Trade wars | Yield curve | Spillover-Effekt | Spillover effect | Zinsstruktur | China | Finanzkrise | Kapitaleinkommen | Capital income |
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