The stock-bond comovements and cross-market trading

The stock-bond comovements and cross-market trading

10.1016/j.jedc.2016.10.007

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Bibliographic Details
Main Authors:	Li, Mengling, Zheng, Huanhuan, Chong, Terence Tai Leung, Zhang, Yang
Other Authors:	LEE KUAN YEW SCHOOL OF PUBLIC POLICY
Format:	Article
Language:	English
Published:	ELSEVIER SCIENCE BV 2021
Subjects:	Social Sciences Economics Business & Economics Heterogeneity Stock-bond comovement Markov switching VAR Threshold VAR BEHAVIORAL HETEROGENEITY PRICES VOLATILITY DYNAMICS REGIME MODELS
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/193261
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Institution:	National University of Singapore
Language:	English

Description
Summary:	10.1016/j.jedc.2016.10.007