Stocks and bonds during the gold standard

DOI10.1016/J.ECONLET.2017.07.021zbMath1398.91688OpenAlexW2738617146MaRDI QIDQ1782405

David Le Bris, Amir Rezaee

Publication date: 20 September 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.07.021

zbMATH Keywords

inflationAG DCC GARCH modelParis boursestock-bond correlation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)

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