Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
收藏NBER2009-02-01 更新2025-01-04 收录
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https://www.nber.org/papers/w14701
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资源简介：
The covariance between US Treasury bond returns and stock returns has moved considerably over time. While it was slightly positive on average in the period 1953--2009, it was unusually high in the early 1980''s and negative in the 2000''s, particularly in the downturns of 2000--02 and 2007--09. This
提供机构：
美国国家经济研究局
创建时间：
2009-02-01
