Trends in stock-bond correlations
Harumi Ohmi and Tatsuyoshi Okimoto
| Year of publication: |
2016
|
|---|---|
| Authors: | Ohmi, Harumi ; Okimoto, Tatsuyoshi |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 48.2016, 4/6, p. 536-552
|
| Subject: | Comovement | flight-to-quality | diversification effect | smooth transition | Korrelation | Correlation | Aktienmarkt | Stock market | Diversifikation | Diversification | Rentenmarkt | Bond market | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Konjunktur | Business cycle |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2015.1083088 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011412944