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The stock–bond correlation and macroeconomic conditions: One and a half centuries of evidence

  • Published:2009-04 Issue:4 Volume:33 Page:670-680
  • ISSN:0378-4266
  • Container-title:Journal of Banking & Finance
  • language:en
  • Short-container-title:Journal of Banking & Finance

Author:

Yang Jian,Zhou Yinggang,Wang Zijun

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

1. Real-time price discovery in stock, bond and foreign exchange markets;Andersen;Journal of International Economics,2007

2. What does the yield curve tell us about GDP growth?;Ang;Journal of Econometrics,2006

3. Further long memory properties of inflationary shocks;Baillie;Southern Economic Journal,2002

4. Why do not the prices of stocks and bonds move together?;Barsky;American Economic Review,1989

5. Business cycles in international historical perspective;Basu;Journal of Economic Perspective,1999

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