The dynamic relationship between stock, bond and foreign exchange markets
Year of publication: |
December 2015
|
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Authors: | Kal, Süleyman Hilmi ; Arslaner, Ferhat ; Arslaner, Nuran |
Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 39.2015, 4, p. 592-607
|
Subject: | Bond price | Stock price | Exchange rate | Sharpe ratio | Wald ratio test | Likelihood test | Impulse-response functions | Markov-switching vector autoregressive model | Wechselkurs | Börsenkurs | Share price | VAR-Modell | VAR model | Markov-Kette | Markov chain | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Schätzung | Estimation | Großbritannien | United Kingdom |
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