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We investigate the long-run stock-bond correlation using a novel model that combines the dynamic conditional correlation model with the mixed-data sampling approach. The long-run correlation is affected by both macro-finance variables (historical and forecasts) and the lagged realized...
Persistent link: https://www.econbiz.de/10010851206
We investigate how changes in marital status affect the decision to take on financial risks. As an alternative to the …) compared to a benchmark investor, thereby controlling for unobserved systematic differences as well as various background …
Persistent link: https://www.econbiz.de/10008549065