| VOLATILITY SPILLOVERS BETWEEN EQUITY AND BOND MARKETS: EVIDENCE FROM G7 AND BRICS | |
| Zhang, Jian; Zhang, Dongxiang; Wang, Juan; Zhang, Yue | |
| 2013 | |
| 关键词 | volatility spillover equity market bond market causality-in-varince LM-GARCH |
| 卷号 | 16 |
| 期号 | 4 |
| 收录类别 | CPCI-SSH |
| 会议录 | ROMANIAN JOURNAL OF ECONOMIC FORECASTING
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| 语种 | 英语 |
| URL标识 | 查看原文 |
| ISSN号 | 1582-6163 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/3841113 |
| 专题 | 武汉大学 |
| 推荐引用方式 GB/T 7714 | Zhang, Jian,Zhang, Dongxiang,Wang, Juan,et al. VOLATILITY SPILLOVERS BETWEEN EQUITY AND BOND MARKETS: EVIDENCE FROM G7 AND BRICS[C]. 见:. |
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