Directional predictability and time-varying spillovers between stock markets and economic cycles
Stelios Bekiros, Syed Jawad Hussain Shahzad, Jose Arreola-Hernandez, Mobeen Ur Rehman
| Year of publication: |
2018
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|---|---|
| Authors: | Bekiros, Stelios ; Shahzad, Syed Jawad Hussain ; Hernandez, Jose Arreola ; Ur Rehman, Mobeen |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 69.2018, p. 301-312
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| Subject: | Business cycles | Cross-quantilogram | Quantile-on-quantile analysis | Spillover predictability | Stock markets | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Konjunktur | Business cycle | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012016183