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~person:"Humpe, Andreas"
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Humpe, Andreas
Brandt, Michael W.
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Diebold, Francis X.
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Nagakura, Daisuke
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Kang, Wensheng
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McMillan, David G.
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Credit and Capital Markets – Kredit und Kapital
1
Credit and capital markets : Kredit und Kapital
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ECONIS (ZBW)
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Equity-
Bond
Returns
Correlation and the Bond Yield: Evidence of Switching Behaviour from the G7 Markets
Humpe, Andreas
;
McMillan, David G.
- In:
Credit and Capital Markets – Kredit und Kapital
49
(
2016
)
3
,
pp. 415-444
This paper examines the nature of the correlation between (real) equity and
bond
returns
for the G7 markets. From the …
Persistent link: https://www.econbiz.de/10014522949
Saved in:
2
Equity/bond yield correlation and the FED model : evidence of switching behaviour from the G7 markets
Humpe, Andreas
;
McMillan, David G.
- In:
The journal of asset management
19
(
2018
)
6
,
pp. 413-428
Persistent link: https://www.econbiz.de/10011958115
Saved in:
3
Equity-
bond
returns
correlation and the bond yield : evidence of switching behaviour from the G7 markets
Humpe, Andreas
;
McMillan, David G.
- In:
Credit and capital markets : Kredit und Kapital
49
(
2016
)
3
,
pp. 415-444
Persistent link: https://www.econbiz.de/10011555125
Saved in:
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