Search Results

SORT BY: PREVIOUS / NEXT
Keywords:stock-bond return correlation 

Working Paper
Flights to Safety

Using only daily data on bond and stock returns, we identify and characterize flight to safety (FTS) episodes for 23 countries. On average, FTS days comprise less than 3% of the sample, and bond returns exceed equity returns by 2.5 to 4%. The majority of FTS events are country-specific not global. FTS episodes coincide with increases in the VIX and the Ted spread, decreases in consumer sentiment indicators and appreciations of the Yen, Swiss franc, and US dollar. The financial, basic materials and industrial industries under-perform in FTS episodes, but the telecom industry outperforms. Money ...
Finance and Economics Discussion Series , Paper 2014-46

Working Paper
Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime

We incorporate regime switching between monetary and fiscal policies in a general equilibrium model to explain three stylized facts: (1) the positive stock-bond return correlation from 1971 to 2000 and the negative one after 2000, (2) the negative correlation between consumption and inflation from 1971 to 2000 and the positive one after 2000, and (3) the coexistence of positive bond risk premiums and the negative stock-bond return correlation. We show that two distinctive shocks—the technology and investment shocks—drive positive and negative stock-bond return correlations under two ...
FRB Atlanta Working Paper , Paper 2020-19

FILTER BY year

FILTER BY Content Type

FILTER BY Author

Baele, Lieven 1 items

Bekaert, Geert 1 items

Inghelbrecht, Koen 1 items

Li, Erica X.N. 1 items

Wei, Min 1 items

Zha, Tao 1 items

show more (3)

FILTER BY Jel Classification

G12 2 items

E43 1 items

E44 1 items

E52 1 items

E62 1 items

G11 1 items

show more (2)

PREVIOUS / NEXT