Why does the correlation between stock and bond returns vary over time?
Year of publication: |
2008
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Authors: | Andersson, Magnus |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 18.2008, 1/3, p. 139-151
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Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Korrelation | Correlation | Anleihe | Bond | Schätzung | Estimation | Rentenmarkt | Bond market | Volatilität | Volatility | Theorie | Theory |
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