Common Shocks in Stocks and Bonds
收藏NBER2020-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w28184
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资源简介：
We propose an approach to identifying economic shocks (monetary, growth, and risk-premium news) from stock returns and Treasury yield changes, which allows us to study the drivers of asset prices at a daily frequency since the early 1980s. We apply the identification to examine investors responses
提供机构：
美国国家经济研究局
创建时间：
2020-12-01
