The stock-bond comovements and cross-market trading
10.1016/j.jedc.2016.10.007
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2021
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| Online Access: | https://scholarbank.nus.edu.sg/handle/10635/193261 |
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sg-nus-scholar.10635-1932612024-11-11T08:17:05Z The stock-bond comovements and cross-market trading Li, Mengling Zheng, Huanhuan Chong, Terence Tai Leung Zhang, Yang LEE KUAN YEW SCHOOL OF PUBLIC POLICY SAW SWEE HOCK SCHOOL OF PUBLIC HEALTH Dr Huanhuan Zheng Social Sciences Economics Business & Economics Heterogeneity Stock-bond comovement Markov switching VAR Threshold VAR BEHAVIORAL HETEROGENEITY PRICES VOLATILITY DYNAMICS REGIME MODELS 10.1016/j.jedc.2016.10.007 JOURNAL OF ECONOMIC DYNAMICS & CONTROL 73 417-438 2021-07-02T07:47:08Z 2021-07-02T07:47:08Z 2016-12-01 2021-07-02T07:28:50Z Article Li, Mengling, Zheng, Huanhuan, Chong, Terence Tai Leung, Zhang, Yang (2016-12-01). The stock-bond comovements and cross-market trading. JOURNAL OF ECONOMIC DYNAMICS & CONTROL 73 : 417-438. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jedc.2016.10.007 01651889 18791743 https://scholarbank.nus.edu.sg/handle/10635/193261 en ELSEVIER SCIENCE BV Elements |
| institution |
National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
| content_provider |
NUS Library |
| collection |
ScholarBank@NUS |
| language |
English |
| topic |
Social Sciences Economics Business & Economics Heterogeneity Stock-bond comovement Markov switching VAR Threshold VAR BEHAVIORAL HETEROGENEITY PRICES VOLATILITY DYNAMICS REGIME MODELS |
| spellingShingle |
Social Sciences Economics Business & Economics Heterogeneity Stock-bond comovement Markov switching VAR Threshold VAR BEHAVIORAL HETEROGENEITY PRICES VOLATILITY DYNAMICS REGIME MODELS Li, Mengling Zheng, Huanhuan Chong, Terence Tai Leung Zhang, Yang The stock-bond comovements and cross-market trading |
| description |
10.1016/j.jedc.2016.10.007 |
| author2 |
LEE KUAN YEW SCHOOL OF PUBLIC POLICY |
| author_facet |
LEE KUAN YEW SCHOOL OF PUBLIC POLICY Li, Mengling Zheng, Huanhuan Chong, Terence Tai Leung Zhang, Yang |
| format |
Article |
| author |
Li, Mengling Zheng, Huanhuan Chong, Terence Tai Leung Zhang, Yang |
| author_sort |
Li, Mengling |
| title |
The stock-bond comovements and cross-market trading |
| title_short |
The stock-bond comovements and cross-market trading |
| title_full |
The stock-bond comovements and cross-market trading |
| title_fullStr |
The stock-bond comovements and cross-market trading |
| title_full_unstemmed |
The stock-bond comovements and cross-market trading |
| title_sort |
stock-bond comovements and cross-market trading |
| publisher |
ELSEVIER SCIENCE BV |
| publishDate |
2021 |
| url |
https://scholarbank.nus.edu.sg/handle/10635/193261 |
| _version_ |
1821185878750396416 |