The relationship between equity and bond returns : an empirical investigation
Year of publication: |
September 2017
|
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Authors: | Demirovic, Amer ; Guermat, Cherif ; Tucker, Jon |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 35.2017, p. 47-64
|
Subject: | Equity-bond correlation | Distance to default | Equity volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Korrelation | Correlation | Börsenkurs | Share price | Schätzung | Estimation | CAPM | Anleihe | Bond |
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