Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data
Riza Demirer, Rangan Gupta
| Year of publication: |
2018
|
|---|---|
| Authors: | Demirer, Rıza ; Gupta, Rangan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 167.2018, p. 36-39
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| Subject: | Bond and stock returns comovement | Conditional correlation | GARCH | US presidential cycles | USA | United States | Korrelation | Correlation | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Konjunktur | Business cycle | Finanzmarkt | Financial market | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.03.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012015767