Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects
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DOI: 10.1016/j.frl.2019.05.003
Abstract: Abstract This paper investigates the impacts of both the portfolio rebalancing and signalling channel effects associated with US unconventional monetary policy on the dynamic correlation between the stock and bond markets at different levels of… read more here.
Keywords: signalling channel; portfolio rebalancing; stock bond; stock ... See more keywords