Stock and bond returns correlation in Korea: Local versus global risk during crisis periods
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DOI: 10.1016/j.asieco.2019.101136
Abstract: Abstract This paper examines stock and bond returns correlation in Korea as an emerging market case study. The study covers the Asian financial crisis of 1997–1999 and the global financial crisis and European fiscal crisis… read more here.
Keywords: stock bond; returns correlation; bond returns; stock ... See more keywords