Asymmetric dynamics in the correlations of global equity and bond returns
| Year of publication: |
2003
|
|---|---|
| Authors: | Cappiello, Lorenzo ; Engle, Robert F. ; Sheppard, Kevin |
| Publisher: |
European Central Bank |
| Subject: | Geldpolitik | Monetary Policy | Zentralbank | Central Bank |
| Extent: | 1013760 bytes 65 p. application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Classification: | C5 - Econometric Modeling ; F3 - International Finance ; G1 - General Financial Markets ; Currency. Monetary policy ; Individual Working Papers, Preprints |
| Source: |
Persistent link: https://www.econbiz.de/10009639863