Stock-Bond Correlation: Theory & Empirical Results
The study discusses the significance of stock-bond correlation modeling in portfolio allocation, emphasizing the current preference for negative correlation due to its risk reduction during equity market distress.
Featured in No. 49 on 15 May 2024 · 16 days after release · 2 citations today
- Released
- 29 Apr 2024
- First featured
- No. 49 · 15 May 2024
- Citations (Semantic Scholar)
- 2
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4823094
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