An empirical analysis of dynamic relationship between stock market and bond market based on information shocks
Qiang Chen, Daolun Chen and YuTing Gong
| Year of publication: |
2012
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|---|---|
| Authors: | Chen, Qiang ; Chen, Daolun ; Gong, Yu Ting |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 2.2012, 3, p. 265-285
|
| Subject: | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Schock | Shock | VAR-Modell | VAR model | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009703065