The relationship between yield curve components and equity sectorial indices : evidence from China
Zaghum Umar, Imran Yousaf, David Y. Aharon
| Year of publication: |
2021
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|---|---|
| Authors: | Umar, Zaghum ; Yousaf, Imran ; Aharon, David Y. |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 68.2021, p. 1-21
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| Subject: | Connectedness | Equity sectors | Financial crisis | Rolling spillover | Static spillover | Trade wars | Yield curve | China | Zinsstruktur | Spillover-Effekt | Spillover effect | Finanzkrise | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101591 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013332427