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1
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
Saved in:
2
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
Saved in:
3
Volatility
linkages of the equity, bond and money markets : an implied
volatility
approach
Wang, Kent
- In:
Accounting and finance : journal of the Accounting …
49
(
2009
)
1
,
pp. 207-219
Persistent link: https://www.econbiz.de/10003820834
Saved in:
4
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
5
Quantiles of the realized stock-bond
correlation
and links to the macroeconomy
Aslanidis, Nektarios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
28
(
2014
),
pp. 321-331
Persistent link: https://www.econbiz.de/10011285626
Saved in:
6
Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.
;
Li, Jiandong
;
Yang, Sheng-Yung
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
Saved in:
7
Macro-finance determinants of the long-run stock-bond
correlation
: the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2014
Persistent link: https://www.econbiz.de/10010346665
Saved in:
8
Effects of macroeconomic uncertainty on the stock and bond markets
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Finance research letters
13
(
2015
),
pp. 10-16
Persistent link: https://www.econbiz.de/10011552317
Saved in:
9
Macro-finance determinants of the long-run stock-bond
correlation
: the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
-
2014
Persistent link: https://www.econbiz.de/10010433984
Saved in:
10
The generalized asymmetric dynamic covariance model
Goeij, Peter de
;
Marquering, Wessel A.
- In:
Finance research letters
2
(
2005
)
2
,
pp. 67-74
Persistent link: https://www.econbiz.de/10002883177
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