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The Breakdown of the Classic Portfolio Hedge: A Markow-Switching Analysis of the US Stock-Bond Correlation Cover

The Breakdown of the Classic Portfolio Hedge: A Markow-Switching Analysis of the US Stock-Bond Correlation

Notitia – journal for economic, business and social issues
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By: Luka Šikić  
Open Access
|Dec 2025

Authors

Luka Šikić

luka.sikic@unicath.hr

Catholic University of Croatia, Republic of Croatia
DOI: https://doi.org/10.32676/n.11.1.7 | Journal eISSN: 1849-9066
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Language: English
Published on: Dec 5, 2025
Published by: Notitia d.o.o
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
stock-bond correlation,
Markov-Switching model,
asset allocation,
60/40 portfolio,
inflation
Related subjects:
Computer sciences,
Artificial intelligence,
Information technology,
Business and economics,
Business management,
Corporate social responsibility (CSR), compliance management, business ethics,
Social sciences,
Political science,
Political science, other

© 2025 Luka Šikić, published by Notitia d.o.o
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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