Showing 11 - 20 of 111
Persistent link: https://www.econbiz.de/10001184815
Persistent link: https://www.econbiz.de/10001190299
Persistent link: https://www.econbiz.de/10000928776
Persistent link: https://www.econbiz.de/10011349501
Persistent link: https://www.econbiz.de/10011409432
Persistent link: https://www.econbiz.de/10012051703
Persistent link: https://www.econbiz.de/10011999693
We study the economic sources of stock-bond return comovement and its time variation using a dynamic factor model. We identify the economic factors employing structural and non-structural vector autoregressive models for economic state variables such as interest rates, (expected) inflation,...
Persistent link: https://www.econbiz.de/10011617371
Persistent link: https://www.econbiz.de/10010506065
Persistent link: https://www.econbiz.de/10011753819