The good? The bad? The ugly? : which news drive (co)variation in Swiss and US bond and stock excess returns?
Year of publication: |
2014
|
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Authors: | Nitschka, Thomas |
Publisher: |
Zurich : Swiss National Bank |
Subject: | bond return | news components | stock return | variance decomposition | Schätzung | Estimation | Kapitaleinkommen | Capital income | USA | United States | Schweiz | Switzerland | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Rentenmarkt | Bond market |
Extent: | 35 S. graph. Darst. |
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Series: | SNB working papers. - Zurich, ISSN 1660-7716, ZDB-ID 2143387-2. - Vol. 2014,1 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Parallel als Online-Ausg. erschienen |
Source: | ECONIS - Online Catalogue of the ZBW |
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