Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification

By Hossein Asgharian, Charlotte Christiansen, Ai Jun Hou. 2016

114 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/4264bc9733bc3bea9d85ddc320fede07d8b6abff