Browsing Strathmore Institute of Mathematical Sciences (SIMs) by Subject "Co - movement"
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(Strathmore University, 2014-03-27)Stocks and bonds are the most invested assets in the world. This paper analyzes these two assets in terms of how their returns comove in the U.K. and U.S. Using annual stock and bond returns for the past 27 years (1985-20 ...