Showing 1 - 6 of 6
Persistent link: https://www.econbiz.de/10001780708
Persistent link: https://www.econbiz.de/10010346665
Persistent link: https://www.econbiz.de/10010433984
We investigate long-run stock-bond correlation using a model that combines the dynamic conditional correlation model with the mixed-data sampling approach and allows long-run correlation to be affected by macro-finance factors (historical and forecasts). We use macro-finance factors related to...
Persistent link: https://www.econbiz.de/10013033824
Persistent link: https://www.econbiz.de/10012240938
Persistent link: https://www.econbiz.de/10011623696