Harumi Ohmi

Mizuho Financial Group

1-1-1 Marunouchi, Chiyoda-ku

Tokyo 100-0004

Japan

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Trends in Stock-Bond Correlations

AJRC Working Paper 03/2015, October 2015, ISBN 978-0-86413-014-3
Number of pages: 32 Posted: 03 Aug 2017
Tatsuyoshi Okimoto and Harumi Ohmi
Australian National University and Mizuho Financial Group
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Abstract:

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Comovement, flight-to-quality, diversification effect, smooth transition