Asymmetric dynamics in the correlations of global equity and bond returns
| Year of publication: |
2003
|
|---|---|
| Authors: | Sheppard, Kevin ; Cappiello, Lorenzo ; Engle, Robert F. |
| Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
| Subject: | Correlation | International Finance | Variance Targeting |
| Series: | ECB Working Paper ; 204 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | hdl:10419/152638 [Handle] RePEc:ecb:ecbwps:20030204 [RePEc] |
| Classification: | F3 - International Finance ; G1 - General Financial Markets ; C5 - Econometric Modeling |
| Source: |
Persistent link: https://www.econbiz.de/10011604250