Regime switches between dividend and bond yields

The relation between bond and equity returns serves as a proxy for estimating the premia investors' demand on their equity portfolio holdings and assessing the substitution effects between the two markets. With this in mind, we examine empirically the co-movements and the underlying information...

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Bibliographische Detailangaben
Veröffentlicht in:International review of financial analysis
1. Verfasser: Migiakis, Petros M. (VerfasserIn)
Weitere Verfasser: Bekiris, Fivos V. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2009
Schlagworte:
Dividende > Kapitaleinkommen > Anleihe > Kointegration > Aufsatz in Zeitschrift
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