What drives the "synchrony" and "asynchrony" between China's stock and bond markets? : An adaptive Lasso-DCC-MIDAS model
Feipeng Zhang, Yilin Zhang, Yang Deng
| Year of publication: |
2025
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|---|---|
| Authors: | Zhang, Feipeng ; Zhang, Yilin ; Deng, Yang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 101.2025, Art.-No. 104206, p. 1-19
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| Subject: | Adaptive Lasso | Bond | Market comovement | Multi-factor DCC-MIDAS model | Stock | China | Rentenmarkt | Bond market | Aktienmarkt | Stock market | Anleihe | 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.iref.2025.104206 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015460285