The stock-bond multiscale correlation
Year of publication: |
2024
|
---|---|
Authors: | Aboura, Sofiane |
Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 33.2023, 4, p. 105-127
|
Subject: | Korrelation | Correlation | Großbritannien | United Kingdom | Aktienmarkt | Stock market |
-
Dependency relations among international stock market indices
Sandoval Junior, Leonidas, (2015)
-
Stock market correlations and the business sentiments : evidence from the US and Germany
Gao, Ruzhao, (2018)
-
Correlations in price changes and volatility across international stock markets
Hamao, Yasushi, (1989)
- More ...
-
Financial stress and economic dynamics: An application to France
Aboura, Sofiane, (2013)
-
Can tail risk explain size, book‐to‐market, momentum, and idiosyncratic volatility anomalies?
Aboura, Sofiane, (2019)
-
Valeyre, Sebastien, (2019)
- More ...