Revisiting The Stock-Treasury Relationship After The Collapse
The long-term correlation of returns between stocks and government bonds in the U.S. and Japan has become less negative as bond yields refuse to decline further.
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Commentaries — October 28, 2008
Revisiting The Stock-Treasury Relationship After The Collapse The long-term correlation of returns between stocks and government bonds in the U.S. and Japan has become less negative as bond yields refuse to decline further.