Bond yields and stock returns comparison using wavelet semblance analysis
Robert Verner, Gabriel Herbrik
| Year of publication: |
2017
|
|---|---|
| Authors: | Verner, Robert ; Herbrik, Gabriel |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 14.2017, 2, p. 281-289
|
| Subject: | bond yields | wavelets | stock indices | time-series | Kapitaleinkommen | Capital income | Anleihe | Bond | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Aktienindex | Stock index | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in ukrainischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011818346