Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK

Research output: Contribution to journal › Journal article › Research › peer-review

4 Citations (Scopus)

Original language	English
Journal	The Quarterly Review of Economics and Finance
Volume	69
Pages (from-to)	286-296
DOIs	https://doi.org/10.1016/j.qref.2018.03.009
Publication status	Published - 2018

Access to Document

@article{758990acca684205a9f8492eb330089c,

title = "Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK",

author = "Hamid Raza and Weiou Wu",

year = "2018",

doi = "10.1016/j.qref.2018.03.009",

language = "English",

volume = "69",

pages = "286--296",

journal = "The Quarterly Review of Economics and Finance",

issn = "1878-4259",

publisher = "Elsevier",

}

TY - JOUR

T1 - Quantile Dependence between the Stock, Bond and Foreign Exchange Markets - Evidence from the UK

AU - Raza, Hamid

AU - Wu, Weiou

PY - 2018

Y1 - 2018

U2 - 10.1016/j.qref.2018.03.009

DO - 10.1016/j.qref.2018.03.009

M3 - Journal article

SN - 1878-4259

VL - 69

SP - 286

EP - 296

JO - The Quarterly Review of Economics and Finance

JF - The Quarterly Review of Economics and Finance

ER -