Smooth transition patterns in the realized stock–bond correlation
Year of publication: |
2012
|
---|---|
Authors: | Aslanidis, Nektarios ; Christiansen, Charlotte |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 19.2012, 4, p. 454-464
|
Publisher: |
Elsevier |
Subject: | Realized stock–bond correlation | Smooth transition regressions | Correlation regimes | VIX index |
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