What drives the correlation of stock and bond returns in the US and UK markets?
Spyridon Kountouris, Constantinos Alexiou, Sofoklis Vogiazas
| Year of publication: |
2025
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| Authors: | Kountouris, Spyridon ; Alexiou, Constantinos ; Vogiazas, Sofoklis |
| Published in: |
Athens journal of business & economics : AJBE. - Athens : Business & Law Research Division and the Economics Research Unit of ATINER, ISSN 2241-794X, ZDB-ID 2851008-2. - Vol. 11.2025, 2, p. 211-222
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| Subject: | stock-bond correlation | rolling correlation | macroeconomicdrivers | stock market volatility | asset allocation | Aktienmarkt | Stock market | Korrelation | Correlation | Kapitaleinkommen | Capital income | USA | United States | Portfolio-Management | Portfolio selection | Rentenmarkt | Bond market | Volatilität | Volatility | Großbritannien | United Kingdom | Anleihe | Bond | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.30958/ajbe.11-2-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015441807