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Macroeconomics determinants of the correlation between stocks and bonds
Pericoli, Marcello - 2018
Persistent link: https://www.econbiz.de/10011941274
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The 'Fed Model' and the Changing Correlation of Stock and Bond Returns : An Equilibrium Approach
Hasseltoft, Henrik - 2009
the time-varying correlation of US stock and bond returns. Key ingredients are time-varying first and second moments of … macroeconomic volatility. This generates a positive correlation between dividend yields and nominal yields and between stock and …
Persistent link: https://www.econbiz.de/10014209829
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Central bank communication and correlation between financial markets : Canada and the United States
Beck, Melanie-Kristin; Hayo, Bernd; Neuenkirch, Matthias - In: International economics and economic policy : IEEP 10 (2013) 2, pp. 277-296
Persistent link: https://www.econbiz.de/10009754633
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Central bank communication and correlation between financial markets : Canada and the United States
Beck, Melanie-Kristin; Hayo, Bernd; Neuenkirch, Matthias - 2012 - This version: 5 January 2012
We study the correlation between pairs of bond and stock markets in Canada and the United States between January 1998 …
Persistent link: https://www.econbiz.de/10009409360
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Forecasting financial markets and understanding the role of monetary policy
Willner, Marco - 2010
Persistent link: https://www.econbiz.de/10008990760
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An econometric model of the yield curve with macroeconomic jump effects
Piazzesi, Monika - 2001
Persistent link: https://www.econbiz.de/10001577653
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Interactions between business cycles, stock market cycles and interest rates : the stylised facts
Avouyi-Dovi, Sanvi (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003145776
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Interactions between business cycles, financial cycles and monetary policy : stylised facts
Avouyi-Dovi, Sanvi; Matheron, Julien - In: Investigating the relationship between the financial …, (pp. 273-298). 2005
Persistent link: https://www.econbiz.de/10003072648
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New evidence on optimal asset allocation
Jensen, Gerald R.; Mercer, Jeffrey M. - In: The financial review : the official publication of the … 38 (2003) 3, pp. 435-454
Persistent link: https://www.econbiz.de/10001787285
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Is presidential cycle in security returns merely a reflection of business conditions?
Booth, James R.; Booth, Lena Chua - In: Review of financial economics : RFE 12 (2003) 2, pp. 131-159
Persistent link: https://www.econbiz.de/10001779836