The determinants of stock and bond return comovements
Year of publication: |
2010
|
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Authors: | Baele, Lieven ; Bekaert, Geert ; Inghelbrecht, Koen |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 6, p. 2374-2428
|
Subject: | Kapitaleinkommen | Capital income | Anleihe | Bond | Aktie | Share | Korrelation | Correlation | Portfolio-Management | Portfolio selection | CAPM | Welt | World | 1970-2005 |
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