Macro-economic determinants of European stock and government bond correlations: A tale of two regions
<p>This paper presents an analysis of Euro-zone nancial markets based on a joint assessment of bonds, stocks and stock-bond correlations between groups of Euro-zone countries. The quarterly component of dynamic correlations indicates the divergence of integration in Europe and highli...
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| Formato: | Journal article |
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Elsevier
2016
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