Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
Information Systems and Management,Strategy and Management,Business and International Management
Link
http://link.springer.com/article/10.1057/s41260-018-0091-x/fulltext.html
Reference50 articles.
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3. Asness, C. 2000. Stocks vs. bonds: Explaining the equity risk premium. Financial Analyst Journal. 56: 96–113.
4. Asness, C. 2003. Fight the Fed model: the relationship between future returns and stock and bond market yields. Journal of Portfolio Management, Fall 30: 11–24.
5. Baur, D., and B.M. Lucey. 2009. Flight and contagion—an empirical analysis of stock–bond correlations. Journal of Financial Stability 5: 339–352.
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