Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Year of publication: |
2024
|
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Authors: | Gabauer, David ; Stenfors, Alexis |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104852, p. 1-6
|
Subject: | Dynamic connectedness | Quantile-on-quantile | US yield curve | USA | United States | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Staatspapier | Government securities | Schätzung | Estimation |
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