Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement
Priyanshi Gupta, Sanjay Sehgal
| Year of publication: |
2019
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|---|---|
| Authors: | Gupta, Priyanshi ; Sehgal, Sanjay |
| Published in: |
Journal of economic integration : jei. - Seoul : [Verlag nicht ermittelbar], ISSN 1976-5525, ZDB-ID 2266731-3. - Vol. 34.2019, 4, p. 667-704
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| Subject: | ADCC GARCH | Euro area | Core and periphery | Determinants of convergence | Retail banking integration | Panel regression | Eurozone | Korrelation | Correlation | EU-Staaten | EU countries | Panel | Panel study | Zins | Interest rate | Wirtschaftliche Konvergenz | Economic convergence | Privatkundengeschäft | Personal banking | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Bank |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.11130/jei.2019.34.4.667 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012137329