EMU equity markets' return variance and spillover effects from the short-term interest rate (Q5746775): Difference between revisions

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Latest revision as of 08:54, 7 July 2024

scientific article; zbMATH DE number 6256486
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English
EMU equity markets' return variance and spillover effects from the short-term interest rate
scientific article; zbMATH DE number 6256486

    Statements

    EMU equity markets' return variance and spillover effects from the short-term interest rate (English)
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    8 February 2014
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    MCMC
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    Markov-switching
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    GJR-M
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    EMU stock markets
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    short-term interest rates
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