Empirical Evidence on the Stock–Bond Correlation

IF 3.4 3区经济学 Q1 BUSINESS, FINANCE

Financial Analysts Journal Pub Date : 2024-03-21 DOI:10.1080/0015198x.2024.2317333

Roderick Molenaar, Edouard Sénéchal, Laurens Swinkels, Zhenping Wang

引用次数: 0

Abstract

The correlation between stock and bond returns is a cornerstone of asset allocation decisions. History reveals abrupt regime shifts in correlation after long periods of relative stability. We inves...

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股票与债券相关性的经验证据

股票和债券收益之间的相关性是资产配置决策的基石。历史表明，在长期相对稳定之后，相关性会发生突然的制度转变。我们投资于...

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来源期刊

Financial Analysts Journal BUSINESS, FINANCE-

CiteScore

5.40

自引率

7.10%

发文量

期刊介绍： The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management through the publication of rigorous, peer-reviewed, practitioner-relevant research from leading academics and practitioners.