Showing 41 - 50 of 129
Persistent link: https://www.econbiz.de/10012051703
We study the economic sources of stock-bond return comovement and its time variation using a dynamic factor model. We identify the economic factors employing structural and non-structural vector autoregressive models for economic state variables such as interest rates, (expected) inflation,...
Persistent link: https://www.econbiz.de/10011617371
Persistent link: https://www.econbiz.de/10010506065
Persistent link: https://www.econbiz.de/10011753819
Persistent link: https://www.econbiz.de/10001655349
Persistent link: https://www.econbiz.de/10001673152
Persistent link: https://www.econbiz.de/10001417249
Persistent link: https://www.econbiz.de/10001569416
Persistent link: https://www.econbiz.de/10001475039
Persistent link: https://www.econbiz.de/10001825986