Equity-bond returns correlation and the bond yield : evidence of switching behaviour from the G7 markets
Andreas Humpe and David G. McMillan
| Year of publication: |
2016
|
|---|---|
| Authors: | Humpe, Andreas ; McMillan, David G. |
| Published in: |
Credit and capital markets : Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 2199-1227, ZDB-ID 2719821-2. - Vol. 49.2016, 3, p. 415-444
|
| Subject: | Equity returns | Bond returns | Correlation | Bond yield | Switching | Anleihe | Bond | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Korrelation | Rendite | Yield | Theorie | Theory | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in deutscher Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011555125