---
title: Stock-Bond Correlation: Theory & Empirical Results
url: https://www.ml-quant.com/papers/ssrn/4823094/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4823094
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4823094
featured: 2024-05-15
citations: 2
topic: Macro-Finance & Rates
---


# Stock-Bond Correlation: Theory & Empirical Results

The study discusses the significance of stock-bond correlation modeling in portfolio allocation, emphasizing the current preference for negative correlation due to its risk reduction during equity market distress.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4823094
- Identifier: SSRN 4823094
- Released: 2024-04-29
- First featured: Quant Letter No. 49 (2024-05-15): https://www.ml-quant.com/issues/2024-05-15/
- Citations (Semantic Scholar): 2
- Published in: not yet
- Topic: Macro-Finance & Rates

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