the time-varying correlation between stock and bond returns. The results indicate that stock and bond prices move in the … same direction during periods of high inflation expectations, while epochs of negative stock-bond return correlation seem …, it is found that the stock-bond return correlation is virtually unaffected by economic growth expectations …

We examine the risk minimization utility of Islamic stock and Sukuk (bond) indices by studying their linkages against …

in specific correlation dynamics. A strong implication emerges: during the period under research, and from a different …

Stock-bond correlation is considered an important input for multi-asset portfolio construction. While there has been … much research on US stockbond correlation, less work has focused on stock-bond correlations in other countries, their … stock-bond correlations have, by and large, been negative, matching the US experience. Negative stock-bond correlation …

-section of long-term bond returns after accounting for standard bond pricing factors …