Macroeconomics determinants of the correlation between stocks and bonds
Year of publication: |
[2018]
|
---|---|
Authors: | Pericoli, Marcello |
Publisher: |
[Rom] : Banca d'Italia Eurosistema |
Subject: | bond market | stock market | macroeconomic shocks | money illusion | Rentenmarkt | Bond market | Aktienmarkt | Stock market | Schock | Shock | Korrelation | Correlation | Schätzung | Estimation | Anleihe | Bond | VAR-Modell | VAR model | Makroökonomik | Macroeconomics | Börsenkurs | Share price | Geldillusion | Money illusion | Kapitaleinkommen | Capital income |
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