Realized bond-stock correlation : macroeconomic announcement effects
Year of publication: |
2007
|
---|---|
Authors: | Christiansen, Charlotte ; Ranaldo, Angelo |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 5, p. 439-469
|
Subject: | Rentenmarkt | Bond market | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | USA | United States | Korrelation | Correlation | 1988-2003 |
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