Risk and policy uncertainty on stock-bond return correlations: Evidence from the US markets
Year of publication: |
2020
|
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Authors: | Chiang, Thomas C. |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 8.2020, 2, p. 1-16
|
Publisher: |
Basel : MDPI |
Subject: | stock-bond correlation | VIX | economic policy uncertainty | monetary policy uncertainty | fiscal policy uncertainty |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/risks8020058 [DOI] 1735171328 [GVK] hdl:10419/258011 [Handle] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; G10 - General Financial Markets. General ; G11 - Portfolio Choice |
Source: |
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Risk and policy uncertainty on stock-bond return correlations : evidence from the US markets
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