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Asymmetric dynamics in the correlations of global equity and bond returns
Sheppard, Kevin
;
Cappiello, Lorenzo
;
Engle, Robert F.
-
European Central Bank
-
2003
JEL Classification: F3, G1, C5
Persistent link: https://www.econbiz.de/10005816158
Saved in:
2
Internationally correlated jumps
Pukthuanthong, Kuntara
;
Roll, Richard
-
European Central Bank
-
2012
are internationally correlated. Their possible inter-
correlation
is important for investors because international …
Persistent link: https://www.econbiz.de/10010686814
Saved in:
3
How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches
Scheicher, Martin
-
European Central Bank
-
2008
This paper applies
regression
analysis to investigate the fundamental factors of the variation of CDS index tranches …
Persistent link: https://www.econbiz.de/10005222351
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