Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK
- Submitting institution
-
London South Bank University
- Unit of assessment
- 17 - Business and Management Studies
- Output identifier
- 252022
- Type
- D - Journal article
- DOI
-
10.1016/j.qref.2018.03.009
- Title of journal
- The Quarterly Review of Economics and Finance
- Article number
- -
- First page
- 286
- Volume
- 69
- Issue
- -
- ISSN
- 1062-9769
- Open access status
- Compliant
- Month of publication
- April
- Year of publication
- 2018
- URL
-
https://reader.elsevier.com/reader/sd/pii/S1062976916301053?token=A2E8088D6F32CEE714C832CADA6545B6139D97348B58F5AA115045BA13B1A0E5D2E8329B63124EBC8049BA6527B281AB
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
1
- Research group(s)
-
B - Economic and Financial Modelling Research Group
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -