Wavelet analysis of the interdependence between stocks and bonds in the selected east European and Eurasian emerging markets
Dejan Živkov,Jovan Njegić, Marko Pećanac
| Year of publication: |
2019
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|---|---|
| Authors: | Živkov, Dejan ; Njegić, Jovan ; Pecanac, Marko |
| Published in: |
Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie. - Bratislava : Slovak Acad. Press, ISSN 2729-7470, ZDB-ID 2058973-6. - Vol. 67.2019, 2, p. 175-194
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| Subject: | stocks and bonds | wavelet coherence | phase difference | emerging markets | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Anleihe | Bond | Rentenmarkt | Bond market | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/3973 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012149898