The stock-bond correlation and macroeconomic conditions : one and a half centuries of evidence
Year of publication: |
2009
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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
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Subject: | Kapitaleinkommen | Capital income | Anleihe | Bond | Aktie | Share | Korrelation | Correlation | Wirkungsanalyse | Impact assessment | ARCH-Modell | ARCH model | Großbritannien | United Kingdom | USA | United States |
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