EMU equity markets' return variance and spillover effects from the short-term interest rate (Q5746775)
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scientific article; zbMATH DE number 6256486
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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