Bidirectional volatility transmission between stocks and bond in East Asia -- the quantile estimates based on wavelets (Q6039121)
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scientific article; zbMATH DE number 7681759
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bidirectional volatility transmission between stocks and bond in East Asia -- the quantile estimates based on wavelets |
scientific article; zbMATH DE number 7681759 |
Statements
Bidirectional volatility transmission between stocks and bond in East Asia -- the quantile estimates based on wavelets (English)
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3 May 2023
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East Asian emerging countries
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GARCH
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quantile regression
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stocks and bonds
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volatility transmission
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wavelet
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