A common risk factor and the correlation between equity anda corporate bond returns
Year of publication: |
2020
|
---|---|
Authors: | Demirovic, Amer ; Kabiri, Ali ; Tuckett, David ; Nyman, Rickard |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 21.2020, 2, p. 119-134
|
Subject: | Investor sentiment | Equity-bond correlation | Credit risk | Systematic risk | Kreditrisiko | Unternehmensanleihe | Corporate bond | Kapitaleinkommen | Capital income | Korrelation | Correlation | Börsenkurs | Share price | CAPM | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Risikoprämie | Risk premium |
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