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Volumn 18, Issue 2, 2008, Pages 57-70

Crisis-robust bond portfolios

Author keywords

[No Author keywords available]

Indexed keywords


EID: 54849415460     PISSN: 10598596     EISSN: None     Source Type: Journal    
DOI: 10.3905/jfi.2008.712350     Document Type: Article
Times cited : (12)

References (21)
  • 1
    • 0036353532 scopus 로고    scopus 로고
    • International Asset Allocation with Regime Shifts
    • 15 2002, pp
    • Ang, A., and G. Bekaert. "International Asset Allocation with Regime Shifts." Review of Financial Studies, 15 (2002), pp.1137-1187.
    • Review of Financial Studies , pp. 1137-1187
    • Ang, A.1    Bekaert, G.2
  • 2
    • 15844399071 scopus 로고    scopus 로고
    • How Regimes Affect Asset Allocation
    • 60 2004, pp
    • Ang, A., and G. Bekaert. "How Regimes Affect Asset Allocation." Financial Analysts Journal, 60 (2004), pp. 86-99.
    • Financial Analysts Journal , pp. 86-99
    • Ang, A.1    Bekaert, G.2
  • 8
  • 9
    • 0004324379 scopus 로고    scopus 로고
    • BIS, September
    • BIS. Quarterly Review, September 2002b.
    • (2002) Quarterly Review
  • 14
    • 0035998182 scopus 로고    scopus 로고
    • Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models
    • Engle, R. "Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models." Journal of Business & Economic Statistics, 20 (2002), pp. 339-350.
    • (2002) Journal of Business & Economic Statistics , vol.20 , pp. 339-350
    • Engle, R.1
  • 18
    • 0010170983 scopus 로고    scopus 로고
    • Evaluating'Correlation Breakdowns' during Periods of Market Volatility. Board of Governors of the Federal Reserve
    • Loretan, M., and W.B. English. "Evaluating'Correlation Breakdowns' during Periods of Market Volatility." Board of Governors of the Federal Reserve, International Finance Discussion Paper 658, 2000.
    • (2000) International Finance Discussion Paper , vol.658
    • Loretan, M.1    English, W.B.2
  • 20
    • 4844229762 scopus 로고    scopus 로고
    • A View of the European Union as an Evolving Country Portfolio
    • Meon, P.G., and L. Weill. "A View of the European Union as an Evolving Country Portfolio." European Journal of Political Economy, 20 (2004), pp. 853-868.
    • (2004) European Journal of Political Economy , vol.20 , pp. 853-868
    • Meon, P.G.1    Weill, L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.