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The stock–bond comovements and cross-market trading Journal article
Mengling Li, Huanhuan Zheng, Terence Tai Leung Chong, Yang Zhang. The stock–bond comovements and cross-market trading[J]. Journal of Economic Dynamics & Control, 2016, 73, 417-438.
Authors:  Mengling Li;  Huanhuan Zheng;  Terence Tai Leung Chong;  Yang Zhang
Favorite | TC[WOS]:16 TC[Scopus]:16  IF:1.9/1.9 | Submit date:2019/08/02
Heterogeneity  Stock–bond Comovement  Markov Switching Var  Threshold Var