Smooth transition patterns in the realized stock-bond correlation
Nekatrios Aslanidis, Charlotte Christiansen
| Year of publication: |
2012
|
|---|---|
| Authors: | Aslanidis, Nekatrios ; Christiansen, Charlotte |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 4, p. 454-464
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| Subject: | Realized stock-bond correlation | Smooth transition regressions | Correlation regimes | VIX index | Korrelation | Correlation | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Rentenmarkt | Bond market | Volatilität | Volatility | Aktienindex | Stock index | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
| 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/10009615670