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Stock and bond returns correlation in Korea : local versus global risk during crisis periods

Park, Keehwan; Fang, Zhongzheng; Ha, Young Ho - In: Journal of Asian economics 65 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012257798

Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis

Lin, Fu-Lai; Yang, Sheng-Yung; Marsh, Terry Alan; Chen, … - In: International review of economics & finance : IREF 55 (2018), pp. 285-294

Persistent link: https://www.econbiz.de/10012033480

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 return correlations : moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach

Allard, Anne-Florence; Iania, Leonardo; Smedts, Kristien - In: International review of financial analysis 71 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012437127

Analyzing Stock-Bond Correlation in Emerging Markets

Ehtesham, Qurat ul Ain - 2020

This study investigated stock-bond correlation in 17 countries of emerging markets (i.e. Czech Republic, Egypt, Greece … higher and negative momentum of the market increase the correlation of stock and bond in a country or vice versa and hence …

Persistent link: https://www.econbiz.de/10012845184

Regime shifts in a long-run risks model of stock and treasury bond markets

Li, Kai; Xu, Chenjie - In: China finance review international 12 (2022) 4, pp. 541-570

Persistent link: https://www.econbiz.de/10013453608

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

Macroeconomic news and stock-bond comovement

Duffee, Greg - In: Review of finance : journal of the European Finance … 27 (2023) 5, pp. 1859-1882

Persistent link: https://www.econbiz.de/10014391611

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

High-frequency data and stock-bond investing

Lai, Yu-Sheng - In: Journal of forecasting 41 (2022) 8, pp. 1623-1638

Persistent link: https://www.econbiz.de/10013465728