Stock-bond correlation and the bond quality ratio: Removing the discount factor to generate a “deflated” stock index
Year of publication: |
2006-09
|
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Authors: | Terzi, Andrea ; Verga, Giovanni |
Institutions: | Dipartimenti e Istituti di Scienze Economiche, Università Cattolica del Sacro Cuore |
Subject: | Stock-bond correlation | Market sentiment | Stock price |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number ief0067 23 pages |
Classification: | D84 - Expectations; Speculations ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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