Why does the correlation between stock and bond returns vary over time?

Applied Financial Economics

Volumn 18, Issue 2, 2008, Pages 139-151

  Andersson, Magnus ^a   Krylova, Elizaveta ^a   Vähämaa, Sami ^b  

^a EUROPEAN CENTRAL BANK   (Germany)

^b UNIVERSITY OF VAASA   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION; ECONOMIC GROWTH; INFLATION; STOCK MARKET;

EID: 36749081103     PISSN: 09603107     EISSN: 14664305     Source Type: Journal    
DOI: 10.1080/09603100601057854     Document Type: Article

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