STOCKS AND BONDS CORRELATION IN BULGARIA SINCE 2001

Petko Iliev Valkov

Economy & Business Journal, 2016, vol. 10, issue 1, 359-365

Abstract: The correlation between the two main investment asset classes of shares and government securities is an important component in the portfolio management investment analysis. The prices of shares and government bonds are influenced by a number of fundamental factors that define the magnitude and the shift of the correlation coefficient.

Keywords: correlation; stock market; yield on government bonds; fundamental factors; risk premium (search for similar items in EconPapers)
JEL-codes: A (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:isp:journl:v:10:y:2016:i:1:p:359-365

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