The dynamic relationship between stock, bond and foreign exchange markets
Süleyman Hilmi Kal, Ferhat Arslaner, Nuran Arslaner
| 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
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| Subject: | Bond price | Stock price | Exchange rate | Sharpe ratio | Wald ratio test | Likelihood test | Impulse-response functions | Markov-switching vector autoregressive model | VAR-Modell | VAR model | Wechselkurs | Börsenkurs | Share price | Schätztheorie | Estimation theory | Markov-Kette | Markov chain | Devisenmarkt | Foreign exchange market | Anleihe | Bond | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ecosys.2015.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011532457