Time-varying comovement of stock and treasury bond markets in Europe : a quantile regression approach
Hyunchul Lee
| Year of publication: |
2021
|
|---|---|
| Authors: | Lee, Hyunchul |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 75.2021, p. 1-20
|
| Subject: | Comovement | Nonlinearity | Quantile regression | Realized correlations | Korrelation | Correlation | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Volatilität | Volatility | Aktienmarkt | Stock market | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Öffentliche Anleihe | Public bond | Staatspapier | Government securities |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.03.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012692434