Spillover impact of the US unconventional monetary policy and uncertainties on stock-bond correlations
This paper investigates the spillover impact of US unconventional monetary policy and uncertainty factors on the time-varying co-movements between the US stock market and 14 advanced countries’ bond markets, as based on monthly data from January 2002, to October 2015, and utilising the conditional n...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
Economists' Association of Vojvodina
2023-01-01
|
Series: | Panoeconomicus |
Subjects: | |
Online Access: | https://doiserbia.nb.rs/img/doi/1452-595X/2023/1452-595X2000017H.pdf |