Main menu
Over de Nationale Bank
Financieel toezicht
Biljetten en munten
Balanscentrale
Kredietcentrales
Statistieken
Publicaties en onderzoek
Betalingen en effecten
Monetair beleid
Enter the terms you wish to search for.
Search
Top menu
Contact
FAQ
Events
Nieuwsservice
Jobs
Beleggers
Blog
Language switcher
nl
fr
en
de
The determinants of stock and bond return comovements
You are here
Home
Publicaties en onderzoek
Publicaties
Economische en financiële publicaties
Working Papers
The determinants of stock and bond return comovements
The determinants of stock and bond return comovements
Share this page via facebook
Share this page via twitter
Share this page via linkedin
Share this page via mail
oktober 2007
Baele, L.
/
Bekaert, G.
/
Inghelbrecht, K.
Working Paper N° 119
JEL-classificatie:
G11
G12
G14
E43
E44
Trefwoorden:
factor models
Stock-Bond Return Correlation
macroeconomic factors
new-Keynesian models
structural VAR
Liquidity
Flight-to-Safety
Download
Press release