The Stock-Bond Chimera

被引：0
|
作者：
Lehmann, Richard
机构：
来源：
FORBES | 2009年 / 183卷 / 10期
关键词：
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：120 / 120
页数：1
相关论文
共 50 条
  • [21] An integrated stock-bond portfolio optimization model
    Konno, H
    Kobayashi, K
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1997, 21 (8-9): : 1427 - 1444
  • [22] Smooth transition patterns in the realized stock-bond correlation
    Aslanidis, Nektarios
    Christiansen, Charlotte
    JOURNAL OF EMPIRICAL FINANCE, 2012, 19 (04) : 454 - 464
  • [23] High-frequency data and stock-bond investing
    Lai, Yu-Sheng
    JOURNAL OF FORECASTING, 2022, 41 (08) : 1623 - 1638
  • [24] Market fragility and the paradox of the recent stock-bond dissonance
    Koulovatianos, Christos
    Li, Jian
    Weber, Fabienne
    ECONOMICS LETTERS, 2018, 162 : 162 - 166
  • [25] Uncertainty Due to Infectious Diseases and Stock-Bond Correlation
    Gkillas, Konstantinos
    Konstantatos, Christoforos
    Siriopoulos, Costas
    ECONOMETRICS, 2021, 9 (02)
  • [26] Multiscale stock-bond correlation: Implications for risk management
    Al Rababa'a, Abdel Razzaq
    Alomari, Mohammad
    McMillan, David
    RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2021, 58
  • [27] The stock-bond comovements and cross-market trading
    Li, Mengling
    Zheng, Huanhuan
    Chong, Terence Tai Leung
    Zhang, Yang
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2016, 73 : 417 - 438
  • [28] Stock-bond decoupling before and after the 2008 crisis
    Acosta-Gonzalez, E.
    Andrada-Felix, J.
    Fernandez-Rodriguez, F.
    APPLIED ECONOMICS LETTERS, 2016, 23 (07) : 465 - 470
  • [29] Quantiles of the realized stock-bond correlation and links to the macroeconomy
    Aslanidis, Nektarios
    Christiansen, Charlotte
    JOURNAL OF EMPIRICAL FINANCE, 2014, 28 : 321 - 331
  • [30] Commonality in the time-variation of stock-stock and stock-bond return comovements
    Connolly, Robert A.
    Stivers, Chris
    Sun, Licheng
    JOURNAL OF FINANCIAL MARKETS, 2007, 10 (02) : 192 - 218
12345