Asymmetric dynamics in the correlations of global equity and bond returns
| Year of publication: |
2003-01
|
|---|---|
| Authors: | Sheppard, Kevin ; Cappiello, Lorenzo ; Engle, Robert F. |
| Institutions: | European Central Bank |
| Subject: | Correlation | International Finance | Variance Targeting |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Number 0204 |
| Source: |
Persistent link: https://www.econbiz.de/10005816158