The stock-bond comovements and cross-market trading
Year of publication: |
December 2016
|
---|---|
Authors: | Mengling Li ; Zheng, Huanhuan ; Chong, Terence Tai-Leung ; Zhang, Yang |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 73.2016, p. 417-438
|
Subject: | Heterogeneity | Stock-bond comovement | Markov switching VAR | Threshold VAR | VAR-Modell | VAR model | Markov-Kette | Markov chain | Schätzung | Estimation | Korrelation | Correlation | Börsenkurs | Share price | Schock | Shock | Aktienmarkt | Stock market | Volatilität | Volatility |
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