Quantiles of the realized stock-bond correlation and links to the macroeconomy
Year of publication: |
2014
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Authors: | Aslanidis, Nektarios ; Christiansen, Charlotte |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 321-331
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Subject: | Realized stock-bond correlation | Quantile regressions | Macro-finance variables | Factor analysis | Korrelation | Correlation | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Rentenmarkt | Bond market | Schätzung | Estimation | Konjunktur | Business cycle | Aktienmarkt | Stock market | Faktorenanalyse | Volatilität | Volatility |
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