The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields

Using a recently introduced method to quantify the time-varying lead-lag dependencies between pairs of economic time series (the thermal optimal path method), we test two fundamental tenets of the theory of fixed income: (i) the stock market variations and the yield changes should be anti-correlated...

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Detalles Bibliográficos
Autores principales: Guo, Kun, Zhou, Wei-Xing, Cheng, Si-Wei, Sornette, Didier
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2011
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3154254/
https://www.ncbi.nlm.nih.gov/pubmed/21857954
http://dx.doi.org/10.1371/journal.pone.0022794

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3154254/
https://www.ncbi.nlm.nih.gov/pubmed/21857954
http://dx.doi.org/10.1371/journal.pone.0022794

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