Measuring comovements by regression quantiles
By: by Lorenzo Cappiello, Bruno Gérard, and Simone Manganelli
Contributors: Gérard, Bruno; Manganelli, Simone; European Central Bank
Series: Working paper series / European Central Bank -- working paper no. 501; Working paper series (European Central Bank) -- working paper no. 501
Publisher: European Central Bank
Published: 2005
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "July 2005"