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Trends in stock-bond correlations
Harumi Ohmi,
Tatsuyoshi Okimoto
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Business & Economics
Stock-bond Correlation
100%
Euro Crisis
26%
Smooth Transition Regression
26%
Regression Model
15%
Flight to Quality
13%
Stock Market
13%
Short Rate
12%
Bond Returns
12%
Yield Spread
11%
Time Trends
11%
Stock Market Volatility
11%
Volatility Index
11%
Bond Market
9%
Comovement
9%
Diversification
7%
Factors
3%