Spillover impact of the US unconventional monetary policy and uncertainties on stock-bond correlations
This paper investigates the spillover impact of US unconventional monetary policy and uncertainty factors on the time-varying co-movements between the US stock market and 14 advanced countries’ bond markets, as based on monthly data from January 2002, to October 2015, and utilising the conditional n...
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| Главные авторы: | , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
Economists' Association of Vojvodina
2023-01-01
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| Серии: | Panoeconomicus |
| Предметы: | |
| Online-ссылка: | https://doiserbia.nb.rs/img/doi/1452-595X/2023/1452-595X2000017H.pdf |
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