Flight-to-quality in the stock-bond return relation : a regime-switching copula approach
Minoru Tachibana
| Year of publication: |
2020
|
|---|---|
| Authors: | Tachibana, Minoru |
| Subject: | Flight-to-quality | Stock market | Government bond market | Regime-switching copula model | Multivariate Verteilung | Multivariate distribution | Aktienmarkt | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Anleihe | Bond | Volatilität | Volatility | Rentenmarkt | Bond market | Markov-Kette | Markov chain | Finanzanalyse | Financial analysis | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11408-020-00361-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012309920