Stock market uncertainty and the relation between stock and bond returns
Christopher T. Stivers, Licheng Sun, Federal Reserve Bank of Atlanta. where BAc denotes the T-bond return in period t, SAc is the stock return in periond t, 6Ac is the residual, ln(VIXAc_k) is the natural log of the VIX level at time tak:, k equals either anbsp;...
| Title | : | Stock market uncertainty and the relation between stock and bond returns |
| Author | : | Christopher T. Stivers, Licheng Sun, Federal Reserve Bank of Atlanta |
| Publisher | : | - 2002 |
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