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  • Search: subject:"threshold relation"
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Aktienindex 1 Anleihe 1 Bond 1 Capital income 1 Estimation 1 Kapitaleinkommen 1 Public bond 1 Rendite 1 Risikoprämie 1 Risk premium 1 Schätzung 1 Stock index 1 TVECM 1 USA 1 United States 1 Yield 1 Yield curve 1 Zinsstruktur 1 stock market 1 threshold relation 1 time-varying 1 yield curve 1 Öffentliche Anleihe 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Ming-Jun 1 Lee, Nicholas Rueilin 1 Lin, Yih-Bey 1
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International journal of monetary economics and finance : IJMEF 1
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ECONIS (ZBW) 1
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Time-varying threshold dynamics of US bond yield spreads and Dow index returns
Lee, Nicholas Rueilin; Lin, Yih-Bey; Chen, Ming-Jun - In: International journal of monetary economics and finance … 16 (2023) 6, pp. 505-521
Persistent link: https://www.econbiz.de/10015066090
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