Showing 1 - 10 of 2,755
Persistent link: https://www.econbiz.de/10008702317
Persistent link: https://www.econbiz.de/10011504904
Persistent link: https://www.econbiz.de/10010342428
Persistent link: https://www.econbiz.de/10012493876
Persistent link: https://www.econbiz.de/10011714511
Persistent link: https://www.econbiz.de/10012063443
Persistent link: https://www.econbiz.de/10012253629
Persistent link: https://www.econbiz.de/10011736560
Using a modified DCC-MIDAS specification that allows the long-term correlation component to be a function of multiple explanatory variables, we show that the stock-bond correlation in the US, the UK, Germany, France, and Italy is mainly driven by inflation and interest rate expectations as well...
Persistent link: https://www.econbiz.de/10011745369
Persistent link: https://www.econbiz.de/10011873740