Re-examine the dynamic conditional correlation between bond and stock returns : the quantile regression approach
Bing-Tse Wu; Wo-Chiang Lee
| Year of publication: |
2012
|
|---|---|
| Authors: | Wu, Bing-tse ; Lee, Wo-chiang |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 11.2012, 5, p. 493-502
|
| Subject: | Korrelation | Correlation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Schätzung | Estimation | Rentenmarkt | Bond market | Regressionsanalyse | Regression analysis | Anleihe | Bond |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009758161