Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis
Fu-Lai Lin, Sheng-Yung Yang, Terry Marsh, Yu-Fen Chen
| Year of publication: |
2018
|
|---|---|
| Authors: | Lin, Fu-Lai ; Yang, Sheng-Yung ; Marsh, Terry Alan ; Chen, Yu-Fen |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 55.2018, p. 285-294
|
| Subject: | Stock market uncertainty | Stock-bond return relations | Wavelet analysis | Aktienmarkt | Stock market | Anleihe | Bond | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zustandsraummodell | State space model | Risiko | Risk | Börsenkurs | Share price | Rentenmarkt | Bond market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.07.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012033480