Uncertainty due to infectious diseases and stock-bond correlation
Year of publication: |
2021
|
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Authors: | Gillas, Konstantinos Gkillas ; Konstantatos, Christoforos ; Siriopoulos, Costas |
Published in: |
Econometrics : open access journal. - Basel : MDPI, ISSN 2225-1146, ZDB-ID 2717594-7. - Vol. 9.2021, 2, Art.-No. 17, p. 1-18
|
Subject: | artificial neural networks | Granger causality test | infectious diseases | nonlinearity | stock-bond correlation | uncertainty | Coronavirus | Risiko | Risk | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Korrelation | Correlation | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Marktmikrostruktur | Market microstructure | USA | United States |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/econometrics9020017 [DOI] hdl:10419/247607 [Handle] |
Classification: | C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications ; c58 ; G01 - Financial Crises ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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