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Stocks And Bonds Correlation In Bulgaria Since 2001

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  • Petko Iliev Valkov

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.

Suggested Citation

  • Petko Iliev Valkov, 2016. "Stocks And Bonds Correlation In Bulgaria Since 2001," Economy & Business Journal, International Scientific Publications, Bulgaria, vol. 10(1), pages 359-365.
    • Handle: RePEc:isp:journl:v:10:y:2016:i:1:p:359-365
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    More about this item

    Keywords

    correlation; stock market; yield on government bonds; fundamental factors; risk premium;
    All these keywords.

    JEL classification:

    • A - General Economics and Teaching

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