The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets
Libing Fang, Honghai Yu, Lei Li
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Fang, Libing ; Yu, Honghai ; Li, Lei |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 66.2017, p. 139-145
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| Subject: | DCC-MIDAS model | Structural break | Economic policy uncertainty | Long-term correlation | Wirtschaftspolitik | Economic policy | USA | United States | Korrelation | Correlation | Aktienmarkt | Stock market | Risiko | Risk | Rentenmarkt | Bond market | Strukturbruch | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.06.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813695