Distribution specific dependence and causality between industry-level U.S. credit and stock markets
Syed Jawad Hussain Shahzad, Walid Mensi, Shawkat Hammoudeh, Mehmet Balcilar, Muhammad Shahbaz
| Year of publication: |
2018
|
|---|---|
| Authors: | Shahzad, Syed Jawad Hussain ; Mensi, Walid ; Hammoudeh, Shawkat ; Balcilar, Mehmet ; Shahbaz, Muhammad |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 52.2018, p. 114-133
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| Subject: | Credit default swaps | Stock returns | Volatility | Nonparametric causality-in-quantiles tests | Quantile-on-quantile | Kreditderivat | Credit derivative | Volatilität | USA | United States | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2017.09.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011986230