The role of investor sentiment in the long-term correlation between U.S. stock and bond markets
Libing Fang, Honghai Yu, Yingbo Huang
| Year of publication: |
2018
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|---|---|
| Authors: | Fang, Libing ; Yu, Honghai ; Huang, Yingbo |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 58.2018, p. 127-139
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| Subject: | DCC-MIDAS model | Investor sentiment | Long-term correlation | Portfolio performance | Structural change | USA | United States | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Rentenmarkt | Bond market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2018.03.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012034198