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of 4
pro vyhledávání: '"Morita, Rubens"'
Autor:
Morita, Rubens1,2 (AUTHOR) rubens.morita@bristol.ac.uk, Psaradakis, Zacharias2 (AUTHOR) z.psaradakis@bbk.ac.uk, Sola, Martin3 (AUTHOR) msola@utdt.edu, Yunis, Patricio3 (AUTHOR) patriciojyunis@gmail.com
Publikováno v:
Studies in Nonlinear Dynamics & Econometrics. Feb2024, Vol. 28 Issue 1, p25-37. 13p.
Autor:
Morita, Rubens Hossamu
Publikováno v:
Repositório Institucional do FGVFundação Getulio VargasFGV.
Made available in DSpace on 2010-04-20T20:58:09Z (GMT). No. of bitstreams: 1 1_166956.pdf: 440067 bytes, checksum: 8342545d2c40f2fdb11a07cafe147bd9 (MD5) Previous issue date: 2007-12-18T00:00:00Z
This work extendes Diebold, Li and Yueís (2006)
This work extendes Diebold, Li and Yueís (2006)
Externí odkaz:
http://hdl.handle.net/10438/1839
We investigate the lead-lag relationship between weekly sovereign bond yield changes and stock market returns for eight European countries, and how it changed during the period 2008-2018. We use a Markov-Switching Granger Causality method that determ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=core_ac_uk__::32c46b00fbf9c29d7468cf1a20e041ae
http://wrap.warwick.ac.uk/164957/7/WRAP-European-sovereign-bond-stock-market-Granger-causality-dynamic-Kurter-2022.pdf
http://wrap.warwick.ac.uk/164957/7/WRAP-European-sovereign-bond-stock-market-Granger-causality-dynamic-Kurter-2022.pdf
We investigate regime-dependent Granger causality between real output, in\ud ation\ud and monetary indicators and map with U.S. Fed Chairperson's tenure since 1965. While\ud all monetary indicators have causal predictive content in certain time perio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=core_ac_uk__::0fbc3c643c9ca508079122304dbb9692
https://eprints.bbk.ac.uk/id/eprint/30658/1/30658.pdf
https://eprints.bbk.ac.uk/id/eprint/30658/1/30658.pdf