Correlation in daily equity and fixed-income returns : implications for a cross-asset factor model
Terry Marsh
| Year of publication: |
2008
|
|---|---|
| Authors: | Marsh, Terry Alan |
| Published in: |
Innovations in investment management : cutting edge research from the exclusive JOIM conference series. - New York, NY : Bloomberg, ISBN 1-57660-302-4. - 2008, p. 113-133
|
| Subject: | Aktie | Share | Anleihe | Bond | Kapitaleinkommen | Capital income | Korrelation | Correlation | USA | United States | 1997-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003748871