Quantiles of the realized stock-bond correlation and links to the macroeconomy
Nektarios Aslanidis; Charlotte Christiansen
| Year of publication: |
2014
|
|---|---|
| Authors: | Aslanidis, Nektarios ; Christiansen, Charlotte |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 321-331
|
| Subject: | Realized stock-bond correlation | Quantile regressions | Macro-finance variables | Factor analysis | Korrelation | Correlation | Rentenmarkt | Bond market | Aktienmarkt | Stock market | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Faktorenanalyse | Konjunktur | Business cycle | Schätzung | Estimation | Volatilität | Volatility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011285626