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
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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
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Subject: | 10Y bond yields | stock returns | wavelet decomposition | quantile regression | Ostasien | East Asia | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Regressionsanalyse | Regression analysis | Zustandsraummodell | State space model |
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