• 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
    29
  • 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
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130690