Market fragility and the paradox of the recent stock-bond dissonance
Christos Koulovatianos, Jian Li, Fabienne Weber
| Year of publication: |
January 2018
|
|---|---|
| Authors: | Koulovatianos, Christos ; Li, Jian ; Weber, Fabienne |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 162.2018, p. 162-166
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| Subject: | Asset pricing | Disaster risk | Price-dividend ratio | Bond returns | Risikoprämie | Risk premium | Risiko | Risk | Börsenkurs | Share price | Kapitaleinkommen | Capital income | CAPM | Theorie | Theory | Anleihe | Bond | Rentenmarkt | Bond market | Katastrophe | Disaster | Öffentliche Anleihe | Public bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.11.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011939827