The stock-bond comovements and cross-market trading (Q1656474)
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scientific article
Language | Label | Description | Also known as |
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English | The stock-bond comovements and cross-market trading |
scientific article |
Statements
The stock-bond comovements and cross-market trading (English)
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10 August 2018
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heterogeneity
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stock-bond comovement
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Markov switching VAR
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threshold VAR
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