Equity/bond yield correlation and the FED model : evidence of switching behaviour from the G7 markets
Andreas Humpe, David G. McMillan
| Year of publication: |
October 2018
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|---|---|
| Authors: | Humpe, Andreas ; McMillan, David G. |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 19.2018, 6, p. 413-428
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| Subject: | Equity returns | Bond returns | Correlation | Bond yield | Switching | Kapitaleinkommen | Capital income | Anleihe | Bond | Zinsstruktur | Yield curve | Korrelation | Aktienmarkt | Stock market | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-018-0091-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011958115