A tale of tails : new evidence on the growth-return nexus
Štefan Lyócsa, Tomáš Výrost, Tomáš Plíhal
| Year of publication: |
2021
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|---|---|
| Authors: | Lyócsa, Štefan ; Výrost, Tomáš ; Plíhal, Tomáš |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-11
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| Subject: | Stock market | Quantile dependence | Cross-quantilogram | Economic activity | Term spread | Aktienmarkt | Schätzung | Estimation | Börsenkurs | Share price | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Wirtschaftswachstum | Economic growth |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101526 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012490561