Information transmission across stock and bond markets : international evidence
Year of publication: |
2009
|
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Authors: | Cai, Charlie X. ; Faff, Robert W. ; Hillier, David ; Lhaopadchan, Suntharee |
Published in: |
Stock market volatility. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC Press, ISBN 978-1-4200-9954-6. - 2009, p. 293-310
|
Subject: | Informationsverbreitung | Information dissemination | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model |
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