Bond vs stock market's Q : testing for stability across frequencies and over time
Marco Gallegati; James B. Ramsey
| Year of publication: |
2013
|
|---|---|
| Authors: | Gallegati, Marco ; Ramsey, James B. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 24.2013, p. 138-150
|
| Subject: | Wavelet transform | Tobin's Q | Bond market's Q | Time-varying relationship | Rentenmarkt | Bond market | Aktienmarkt | Stock market | Anleihe | Bond | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model |
| 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/10010371984