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Corporate stock and bond return correlations and dynamic adjustments of capital structure

Nieto Domenech, Belen; Rodriguez, Rosa - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 705-746

Persistent link: https://www.econbiz.de/10011442336

Correlation regimes in international equity and bond returns

Aslanidis, Nektarios; Martinez, Oscar - In: Economic modelling 97 (2021), pp. 397-410

Persistent link: https://www.econbiz.de/10012793476

Time-varying linkages among gold, stocks, bonds and real estate

Yunus, Nafeesa - In: The quarterly review of economics and finance : journal … 77 (2020), pp. 165-185

Persistent link: https://www.econbiz.de/10012430916

Are public and private asset returns and risks the same? : evidence from real estate data

Hoesli, Martin; Oikarinen, Elias - 2013

This article aims to investigate the similarity of public and private real estate returns and risks over the relatively long horizon using data for the U.S and the U.K. The results show evidence of a one-to-one relationship between publicly traded REIT performance and privately traded direct...

Persistent link: https://www.econbiz.de/10010256953

Regime dependent volatilities and correlation in international securitized real estate markets

Liow, Kim Hiang; Ye, Qing - In: Empirica : journal of european economics 45 (2018) 3, pp. 457-487

Persistent link: https://www.econbiz.de/10012031221

Explaining the stock-stock, bond-bond and stock-bond correlation across countries

McMillan, David G. - In: International journal of monetary economics and finance … 13 (2020) 5, pp. 429-445

Persistent link: https://www.econbiz.de/10012515166

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

Stock and bond returns correlation in Korea : local versus global risk during crisis periods

Park, Keehwan; Fang, Zhongzheng; Ha, Young Ho - In: Journal of Asian economics 65 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012257798

Oil price shocks and stock-bond correlation

Ziadat, Salem Adel; Al Rababa'a, Abdel Razzaq; Ur … - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014486268

Dynamic correlations and volatility linkages between stocks and sukuk : evidence from international markets

Sclip, Alex; Dreassi, Alberto; Miani, Stefano; … - In: Review of financial economics : RFE 31 (2016), pp. 34-44

Persistent link: https://www.econbiz.de/10011636643