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Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2014
Persistent link: https://www.econbiz.de/10010346665
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Effects of macroeconomic uncertainty upon the stock and bond markets
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2015
Persistent link: https://www.econbiz.de/10011517001
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Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein; Christiansen, Charlotte; Gupta, Rangan - 2016
Persistent link: https://www.econbiz.de/10011541711
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Economic policy uncertainty and long-run stock market volatility and correlation
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - 2018
Persistent link: https://www.econbiz.de/10011864884
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Long- and short-run components of factor betas : implications for equity pricing
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun; … - 2017
Persistent link: https://www.econbiz.de/10011750336