Does fiscal policy matter for stock-bond return correlation?
Erica X. N. Li, Tao Zha, Ji Zhang, Hao Zhou
| Year of publication: |
2022
|
|---|---|
| Authors: | Li, Erica X. N. ; Zha, Tao ; Zhang, Ji ; Zhou, Hao |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 128.2022, p. 20-34
|
| Subject: | Consumption-inflation correlation | Fiscal regime | Investment shock | Stock-bond return correlation | Technology shock | Finanzpolitik | Fiscal policy | Korrelation | Correlation | Schock | Shock | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmoneco.2022.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013395974