The stock-bond comovements and cross-market trading (Q1656474)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6916236
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The stock-bond comovements and cross-market trading |
scientific article; zbMATH DE number 6916236 |
Statements
The stock-bond comovements and cross-market trading (English)
0 references
10 August 2018
0 references
heterogeneity
0 references
stock-bond comovement
0 references
Markov switching VAR
0 references
threshold VAR
0 references
0 references
0 references
0.7241078019142151
0 references
0.6929309368133545
0 references
0.683289110660553
0 references
0.6767077445983887
0 references
0.6715763211250305
0 references
