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International stock-bond correlations in a simple affine asset pricing model
D'Addona, Stefano; Kind, Axel H. - In: Journal of banking & finance 30 (2006) 10, pp. 2747-2765
Persistent link: https://www.econbiz.de/10003376433
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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
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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
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The European sovereign debt market : from integration to segmentation
Cipollini, Andrea; Coakley, Jerry; Lee, Hyunchul - In: The European journal of finance 21 (2015) 1/3, pp. 111-128
Persistent link: https://www.econbiz.de/10010519971
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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
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Trends in stock-bond correlations
Ohmi, Harumi; Okimoto, Tatsuyoshi - 2015
Persistent link: https://www.econbiz.de/10011381967
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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
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Exogenous variables in dynamic conditional correlation models for financial markets
Schopen, Jan-Hendrik - 2012
Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this … publication of news concerning future interest rates or inflation figures moves bond and stock prices in the same direction. …
Persistent link: https://www.econbiz.de/10009698136
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Steigende Zinsen : positiv für den deutschen Aktienmarkt?
Humpe, Andreas; Zakrewski, Mario - In: Corporate finance : Finanzierung, Kapitalmarkt, … 5 (2014) 6, pp. 286-289
Persistent link: https://www.econbiz.de/10010365034
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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