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Stock-bond correlations
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ECONIS (ZBW)
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1
Quantiles of the realized stock-bond
correlation
and links to the macroeconomy
Aslanidis, Nektarios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
28
(
2014
),
pp. 321-331
Persistent link: https://www.econbiz.de/10011285626
Saved in:
2
Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Finance research letters
13
(
2015
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
Saved in:
3
The role of investor sentiment in the long-term
correlation
between U.S. stock and bond markets
Fang, Libing
;
Yu, Honghai
;
Huang, Yingbo
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 127-139
Persistent link: https://www.econbiz.de/10012034198
Saved in:
4
Macroeconomics determinants of the
correlation
between stocks and bonds
Pericoli, Marcello
-
2018
Persistent link: https://www.econbiz.de/10011941274
Saved in:
5
Empirical evidence on the stock-bond
correlation
Molenaar, Roderick
;
Sénéchal, Edouard
;
Swinkels, Laurens
- In:
Financial analysts journal : FAJ
80
(
2024
)
3
,
pp. 17-36
Persistent link: https://www.econbiz.de/10015050469
Saved in:
6
Exogenous variables in dynamic conditional
correlation
models for financial markets
Schopen, Jan-Hendrik
-
2012
Dynamic
correlation
, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this …
Persistent link: https://www.econbiz.de/10009698136
Saved in:
7
Time-varying comovement of stock and treasury bond markets in Europe : a quantile regression approach
Lee, Hyunchul
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012692434
Saved in:
8
Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis
Lin, Fu-Lai
;
Yang, Sheng-Yung
;
Marsh, Terry Alan
;
Chen, …
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 285-294
Persistent link: https://www.econbiz.de/10012033480
Saved in:
9
Regime shifts in a long-run risks model of stock and treasury bond markets
Li, Kai
;
Xu, Chenjie
- In:
China finance review international
12
(
2022
)
4
,
pp. 541-570
Persistent link: https://www.econbiz.de/10013453608
Saved in:
10
A
correlation
-based portfolio choice algorithm
Ross, Jonathan
;
Madsen, Joshua
;
Alexander, Gordon J.
-
2024
Persistent link: https://www.econbiz.de/10015046858
Saved in:
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