What wavelet-based quantiles can suggest about the stocks-bond interaction in the emerging East Asian economies?
Dejan Živkov, Jovan Njegić, Milica Stanković
| Year of publication: |
2019
|
|---|---|
| Authors: | Živkov, Dejan ; Njegić, Jovan ; Stanković, Milica |
| Published in: |
Finance a úvěr. - Praha : Datakonekt, ISSN 0015-1920, ZDB-ID 860318-2. - Vol. 69.2019, 1, p. 95-119
|
| Subject: | 10Y bond yields | stock returns | wavelet decomposition | quantile regression | Kapitaleinkommen | Capital income | Ostasien | East Asia | Regressionsanalyse | Regression analysis | Zustandsraummodell | State space model | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012002158