Bond vs stock market's Q : testing for stability across frequencies and over time
Year of publication: |
2013
|
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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 | Börsenkurs | Share price | Zustandsraummodell | State space model | Anleihe | Bond | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
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