Dynamic relationship between Stock and Bond returns : A GAS MIDAS copula approach
Hoang Nguyen, Farrukh Javed
| Year of publication: |
2023
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|---|---|
| Authors: | Nguyen, Hoang ; Javed, Farrukh |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 73.2023, p. 272-292
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| Subject: | Asymmetry | GAS copulas | MIDAS | Multivariate Verteilung | Multivariate distribution | Regressionsanalyse | Regression analysis | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2023.07.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014477029