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~accessRights:"restricted"
~person:"Asgharian, Hossein"
~subject:"Börsenkurs"
~subject:"Volatilität"
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Börsenkurs
Volatilität
Bond market
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Rentenmarkt
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Correlation
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DCC-MIDAS model
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Asgharian, Hossein
Backus, David
3
Boyarchenko, Nina
3
Chernov, Mikhail
3
McMillan, David G.
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Abakah, Emmanuel Joel Aikins
2
Aydemir, Resul
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Balli, Faruk
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Idier, Julien
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Lee, Hyunchul
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Manganelli, Simone
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Nikiforov, Andrei
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Papavassiliou, Vassilios G.
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Sosvilla-Rivero, Simón
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Syed Mabruk Billah
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Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 617-642
Persistent link: https://www.econbiz.de/10011623696
Saved in:
2
Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Finance research letters
13
(
2015
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
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