Correlation regimes in international equity and bond returns
Nektarios Aslanidis, Oscar Martinez
| Year of publication: |
2021
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|---|---|
| Authors: | Aslanidis, Nektarios ; Martinez, Oscar |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 97.2021, p. 397-410
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| Subject: | Interest rates | International equity and bond comovements | State variables | Stock market volatility | Threshold | Korrelation | Correlation | Volatilität | Volatility | Internationaler Finanzmarkt | International financial market | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Theorie | Theory | Anleihe | Bond | Zins | Interest rate | Welt | World | CAPM | Rentenmarkt | Bond market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.04.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012793476