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The effect of global crises on stock market correlations : evidence from scalar regressions via functional data analysis

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Can municipal bonds hedge US state-level climate risks?

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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

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Presidential cycles and time-varying bond-stock market correlations : evidence from more than two centuries of data

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Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013

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Has the correlation of inflation and stock prices changed in the United States over the last two centuries?

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The time-varying correlation between output and prices in the United States over the period 1800-2014

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Do precious metal prices help in forecasting South African inflation?

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Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation

Asgharian, Hossein - 2020

correlation, but UK EPU shocks only affect its own long-run variance. The results are consistent when we include more countries in … correlation, even after accounting for a number of alternative uncertainty measures, and that it performs better out …

Persistent link: https://www.econbiz.de/10012855094

Presidential Cycles and Time-Varying Bond-Stock Market Correlations : Evidence from More than Two Centuries of Data

Demirer, Riza - 2018

.S. stock and government bond returns over the historical period of 1791:09-2017:12. Utilizing a dynamic conditional correlation …

Persistent link: https://www.econbiz.de/10012925166