What Drives the Correlation of Stock and Bond Returns in the US and UK Markets?
The stock-bond correlation is critical to investment activities, such as forming optimal portfolios, designing hedging strategies, and assessing risk. This paper examines this relationship using a rolling correlation between long-term government bonds and stock returns. We focus on the US and the UK...
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Athens Institute for Education and Research
2025-04-01
|
| Schriftenreihe: | Athens Journal of Business & Economics |
| Schlagworte: | |
| Online-Zugang: | https://www.athensjournals.gr/business/2025-11-2-5-Kountouris.pdf |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|