The stock-bond correlation and macroeconomic conditions : one and a half centuries of evidence
Year of publication: |
2009
|
---|---|
Authors: | Yang, Jian ; Zhou, Yinggang ; Wang, Zijun |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 4, p. 670-680
|
Subject: | Kapitaleinkommen | Capital income | Anleihe | Bond | Aktie | Share | Korrelation | Correlation | Wirkungsanalyse | Impact assessment | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | USA | United States |
-
Smooth transition patterns in the realized stock bond correlation
Aslanidis, Nektarios, (2010)
-
Correlation in daily equity and fixed-income returns : implications for a cross-asset factor model
Marsh, Terry Alan, (2008)
-
The equity premium : stock and bond returns since 1802
Siegel, Jeremy J., (1992)
- More ...
-
The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence
Yang, Jian, (2009)
-
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence
Yang, Jian, (2010)
-
The stock–bond correlation and macroeconomic conditions: One and a half centuries of evidence
Yang, Jian, (2009)
- More ...