Impact of US unconventional monetary policy on dynamic stock-bond correlations : portfolio rebalancing and signalling channel effects
Korhan K. Gokmenoglu, Abobaker Al. Al. Hadood
| Year of publication: |
2020
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|---|---|
| Authors: | Gökmenoglu, Korhan K. ; Hadood, Abobaker Al. Al. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 33.2020, p. 1-7
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| Subject: | Dynamic stock-bond market correlations | Portfolio rebalancing and signalling channels | Quantile regression | Portfolio-Management | Portfolio selection | Signalling | Korrelation | Correlation | Aktienmarkt | Stock market | Geldpolitik | Monetary policy | USA | United States | Geldpolitische Transmission | Monetary transmission | Rentenmarkt | Bond market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430850