Time-varying threshold dynamics of US bond yield spreads and Dow index returns
Nicholas R. Lee and Yih-Bey Lin, Ming-Jun Chen
| Year of publication: |
2023
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|---|---|
| Authors: | Lee, Nicholas Rueilin ; Lin, Yih-Bey ; Chen, Ming-Jun |
| Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 16.2023, 6, p. 505-521
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| Subject: | stock market | threshold relation | time-varying | TVECM | yield curve | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | USA | United States | Schätzung | Estimation | Aktienindex | Stock index | Anleihe | Bond | Öffentliche Anleihe | Public bond | Rendite | Yield | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMEF.2023.136090 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066090