The Economic Value of Volatility Transmission Between the Stock and Bond Markets

HELENA CHULIA; HIPOLIT TORRO

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The Economic Value of Volatility Transmission Between the Stock and Bond Markets

机译：股票市场与债券市场间波动传递的经济价值

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摘要

the stock-bond trading rule offers very profitable returns after transaction costs. These results have important implications for portfolio management and asset allocation.

机译：债券交易规则提供扣除交易成本后非常可观的收益。这些结果对投资组合管理和资产分配具有重要意义。

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来源
《Journal of futures markets》 |2008年第11期|p.1066-1094|共29页
作者
HELENA CHULIA; HIPOLIT TORRO;
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作者单位

Department of Economics and Business, Universitat Oberta de Catalunya, Barcelona, Spain;

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原文格式 PDF
正文语种 eng
中图分类贸易经济;
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机译：股票和债券市场之间的波动传递

The Economic Value of Volatility Transmission Between the Stock and Bond Markets

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