Stock-Bond Correlations, Macroeconomic Regimes and Monetary Policy
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Publisher
Elsevier BV
Reference15 articles.
1. Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
2. Macroeconomic regimes
3. The determinants of stock and bond return comovements;Lieven Baele;Review of Financial Studies,2010
4. Flights to Safety
5. Monetarty policy expectations at the zero lower bound;Michael D Bauer;Journal of Money, Credit and Banking,2016
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Empirical Evidence on the Stock–Bond Correlation;Financial Analysts Journal;2024-03-21
2. Stocks and bonds: Flight-to-safety for ever?;Journal of International Money and Finance;2019-07
3. Time-Varying Risk of Nominal Bonds: How Important Are Macroeconomic Shocks?;SSRN Electronic Journal;2018
4. When Is It Cheaper to Issue Inflation-Linked Debt?;SSRN Electronic Journal;2017
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