Analýza státních dluhopisů jako indikátoru pro akciový trh
[Analysis of Government Bonds as an Indicator for Stock Market]
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DOI: 10.18267/j.polek.919
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Journal of Econometrics, Elsevier, vol. 64(1-2), pages 307-333.
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More about this item
Keywords
stock market; bond market; bull and bear state; Markov-Switching model;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
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