Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Year of publication: |
2006-08-25
|
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Authors: | Christiansen, Charlotte ; Ranaldo, Angelo |
Institutions: | Schweizerische Nationalbank (SNB) |
Subject: | Bond-stock correlation | Macroeconomic announcements | Realized correlation | Realized volatility |
Extent: | text/plain |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Papers The price is 2006-2 Number 2006-2 34 pages |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Christiansen, Charlotte, (2006)
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Realized Bond-Stock Correlation: Macroeconomic Announcement Effects
Christiansen, Charlotte, (2005)
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Extreme Coexceedances in New EU Member States' Stock Markets
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