International stock-bond correlations in a simple affine asset pricing model
Year of publication: |
2006
|
---|---|
Authors: | D'Addona, Stefano ; Kind, Axel H. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 10, p. 2747-2765
|
Subject: | CAPM | Aktienmarkt | Stock market | Rentenmarkt | Bond market | G7-Staaten | G7 countries | Korrelation | Correlation |
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