Empirical evidence on the stock-bond correlation
Year of publication: |
2024
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Authors: | Molenaar, Roderick ; Sénéchal, Edouard ; Swinkels, Laurens ; Wang, Zhenping |
Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 80.2024, 3, p. 17-36
|
Subject: | bonds | correlation | inflation | interest rates | stocks | Korrelation | Correlation | Inflation | Zins | Interest rate | Anleihe | Bond | Kapitaleinkommen | Capital income | Rentenmarkt | Bond market | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price |
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