Similar Search Results - EconBiz

US Stock-Bond Correlation : What are the Macroeconomic Drivers?

Shen, Junying; Weisberger, Noah - 2021

US stock-bond correlation, which plays an important role in institutional portfolio construction, has been persistently … negative for the last 20y. This negative correlation allows stocks and bonds to serve as a hedge for each other, enabling CIOs … to increase stock allocations while still satisfying a portfolio risk budget. However, stock-bond correlation is not …

Persistent link: https://www.econbiz.de/10013225483

The matching multiplier and the amplification of recessions

Patterson, Christina - In: American economic review 113 (2023) 4, pp. 982-1012

Persistent link: https://www.econbiz.de/10014316970

Spillover impact of the US unconventional monetary policy and uncertainties on stock-bond correlations

Hadood, Abobaker Al. Al.; Gökmenoglu, Korhan K. - In: Panoeconomicus 70 (2023) 3, pp. 355-382

Persistent link: https://www.econbiz.de/10014318036

Is economic uncertainty a valid intertemporal capm state variable?

Lin, Qi - In: Review of asset pricing studies : RAPS 12 (2022) 4, pp. 999-1040

Persistent link: https://www.econbiz.de/10013543046

Output fluctuations in the United States : what has changed since the early 1980s?

McConnell, Margaret Mary; Pérez-Quirós, Gabriel - 1998

Persistent link: https://www.econbiz.de/10000988575

Out put fluctuations in the United States : what has changed since the early 1980s?

McConnell, Margaret Mary; Pérez-Quirós, Gabriel - 1997

Persistent link: https://www.econbiz.de/10001397810

Has the Fed improved U.S. economic performance?

Hogan, Thomas L. - In: Journal of macroeconomics 43 (2015), pp. 257-266

Persistent link: https://www.econbiz.de/10011507108

Great moderation or "will o' the wisp"? : a time-frequency decomposition of GDP for the US and UK

Crowley, Patrick M.; Hughes Hallett, Andrew - In: Journal of macroeconomics 44 (2015), pp. 82-97

Persistent link: https://www.econbiz.de/10011570305

Why are Bayesian trend-cycle decompositions of US real GDP so different?

Kim, Jaeho; Chon, Sora - In: Empirical economics : a journal of the Institute for … 58 (2020) 3, pp. 1339-1354

Persistent link: https://www.econbiz.de/10012219585

Relationship between different-term interest rate spreads and economic activity in the United States

Wang, Yung-chang; Lan, Tuong Thi - In: The empirical economics letters : a monthly … 13 (2014) 1, pp. 17-24

Persistent link: https://www.econbiz.de/10010392643

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