مرکز منطقه ای اطلاع رساني علوم و فناوري - The Danish stock and bond markets: comovement, return predictability and variance decomposition

Title of article :

The Danish stock and bond markets: comovement, return predictability and variance decomposition

Author/Authors :

Tom Engsted، نويسنده , , Carsten Tanggaard، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2001

Pages :

From page :

243

To page :

271

Keywords :

VAR model , Return variance decomposition , Bias-correction , Bootstrapping , Present value relations

Journal title :

Journal of Empirical Finance

Serial Year :

2001

Journal title :

Journal of Empirical Finance

Record number :

130690

Link To Document :