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Stock-Bond Correlations
3 references·16 citing·49 second hop
Stock-Bond Correlations (2003)Stock-Bond CorrelationsWhat Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)What Moves the Stock and Bond…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The financial analysts journal (1960)The financial analysts journalHow do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? 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this work references cited by second hop

References

  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1960The financial analysts journal1,043 cited
  • 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns892 cited

Cited by

  • 2007Why does the correlation between stock and bond returns vary over time?195 cited
  • 2008The stock–bond correlation and macroeconomic conditions: One and a half centuries of evidence166 cited
  • 2010Asymmetry in return and volatility spillover between equity and bond markets in Australia120 cited
  • 2015Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification99 cited
  • 2015Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets95 cited
  • 2007Realized Stock-Bond Correlation: Macroeconomic Announcement Effects83 cited
  • 2013Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries73 cited
  • 2013Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets73 cited
  • 2017Dependence of stock markets with gold and bonds under bullish and bearish market states71 cited
  • 2014An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market66 cited
  • 2021

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How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period
64 cited
  • 2017Main driving factors of the interest rate-stock market Granger causality63 cited
  • 2015Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas60 cited
  • 2007How do policy and information shocks impact co-movements of China’s T-bond and stock markets?60 cited
  • 2017Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis60 cited
  • 2014Quantiles of the realized stock–bond correlation and links to the macroeconomy58 cited