Similar Search Results - EconBiz

Explaining the stock-stock, bond-bond and stock-bond correlation across countries

McMillan, David G. - In: International journal of monetary economics and finance … 13 (2020) 5, pp. 429-445

Persistent link: https://www.econbiz.de/10012515166

Flight-to-quality between global stock and bond markets in the COVID era

Papadamou, Stephanos; Fassas, Athanasios P.; … - In: Finance research letters 38 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012490959

Stock-Bond Correlation : A Global Perspective

Weisberger, Noah; Xu, Xiang - 2022

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 …

Persistent link: https://www.econbiz.de/10013404695

COVID-19 and the forward-looking stock-bond return relationship

Cai, Xiaojing; Cong, Yingnan; Sakemoto, Ryuta - In: Applied economics letters 30 (2023) 3, pp. 297-301

Persistent link: https://www.econbiz.de/10013553396

Stock-bond decoupling before and after the 2008 crisis

Acosta-Gonzalez, E.; Andrada Félix, Julián; … - In: Applied economics letters 23 (2016) 7/9, pp. 465-470

Persistent link: https://www.econbiz.de/10011627672

Causal nexus between crude, gold, dollar and stock markets in India : empirical explorations before, during and after the Global Recession

Saji, T. G. - In: The Indian economic journal 69 (2021) 4, pp. 688-704

Persistent link: https://www.econbiz.de/10012794164

On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets

Conrad, Christian; Stürmer, Karin; Rittler, Daniel - In: Journal of empirical finance 29 (2014), pp. 26-40

Persistent link: https://www.econbiz.de/10011300507

Asymmetric correlations in gold and other financial markets

Miyazaki, T.; Hamori, Shigeyuki - In: Applied economics 48 (2016) 46/48, pp. 4419-4425

Persistent link: https://www.econbiz.de/10011640106

Commonality in the time-variation of stock-stock and stock-bond return comovements

Connolly, Robert A.; Stivers, Christopher T.; Sun, Licheng - In: Journal of financial markets 10 (2007) 2, pp. 192-218

Persistent link: https://www.econbiz.de/10003510378

Correlations across Asia-Pacific bond markets and the impact of capital flow measures

Chantapacdepong, Pornpinun; Shim, Ilhyock - 2014

Persistent link: https://www.econbiz.de/10010495717

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