Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve

David Gabauer, Alexis Stenfors

Year of publication:	2024
Authors:	Gabauer, David ; Stenfors, Alexis
Published in:	Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104852, p. 1-6
Subject:	Dynamic connectedness \| Quantile-on-quantile \| US yield curve \| Zinsstruktur \| Yield curve \| USA \| United States \| Staatspapier \| Government securities \| Öffentliche Anleihe \| Public bond \| Kapitaleinkommen \| Capital income \| Schätzung \| Estimation

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