Similar Search Results - EconBiz

Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods

Tuysuz, Sukriye - In: International journal of economics and finance 5 (2013) 9, pp. 28-44

Persistent link: https://www.econbiz.de/10010190858

Stocks and bonds during the gold standard

Le Bris, David; Rezaee, Amir - In: Economics letters 159 (2017), pp. 119-122

Persistent link: https://www.econbiz.de/10011903450

Stock-bond return correlation, bond risk premium fundamentals, and fiscal-monetary policy regime

Li, Erica X. N.; Zha, Tao; Zhang, Ji; Zhou, Hao - 2020

stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the … coexistence of positive bond risk premiums and the negative stock-bond return correlation. We show that two distinctive shocks … negative correlation between consumption and inflation from 1971 to 2000 and the positive one after 2000, and (3) the …

Persistent link: https://www.econbiz.de/10012294741

Macroeconomics determinants of the correlation between stocks and bonds

Pericoli, Marcello - 2018

Persistent link: https://www.econbiz.de/10011941274

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

Firm-specific stock and bond predictability : new evidence from Canada

Cao, N.; Galvani, V.; Gubellini, S. - In: International review of economics & finance : IREF 51 (2017), pp. 174-192

Persistent link: https://www.econbiz.de/10011754149

Conditional fixed income correlations : skews and straddles

Aydemir, Zava - In: The journal of fixed income : JFI 30 (2021) 3, pp. 83-107

Persistent link: https://www.econbiz.de/10012423029

Equity/bond yield correlation and the FED model : evidence of switching behaviour from the G7 markets

Humpe, Andreas; McMillan, David G. - In: The journal of asset management 19 (2018) 6, pp. 413-428

Persistent link: https://www.econbiz.de/10011958115

The relationship between equity and bond returns : an empirical investigation

Demirovic, Amer; Guermat, Cherif; Tucker, Jon - In: Journal of financial markets 35 (2017), pp. 47-64

Persistent link: https://www.econbiz.de/10011820149

Time-varying risk of nominal bonds : how important are macroeconomic shocks?

Ermolov, Andrey - In: Journal of financial economics 145 (2022) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10013473700

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