Maslov, Sergei; Roehner, Bertrand M - In: Physica A: Statistical Mechanics and its Applications 335 (2004) 1, pp. 164-182
In a general way, stock and bond prices do not display any significant correlation. Yet, if we concentrate our attention on the specific episodes marked by a crash followed by a rebound, then we observe that stock prices have a strong connection with interest rates on one hand, and with bond...