On risk factors of the stock–bond correlation
Author:
Affiliation:
1. Directorate General for Economics, Statistics and Research Banca d'Italia Rome Italy
Publisher
Wiley
Subject
Finance,Development,Geography, Planning and Development
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/infi.12369
Reference28 articles.
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4. Bekaert G. &Grenadier S. R.(1999).Stock and bond pricing in an affine economy(NBER Working Papers 7346). Cambridge MA: National Bureau of Economic Research Inc.
5. Blanchard O. &Gagnon J. E.(2016).Are US stocks overvalued?(Technical report). Washington DC: Peterson Institute for International Economics.
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