Intra-Market Correlations in the Bond Markets: Extending Empirical Regularities from the Equity Markets
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Publisher
Elsevier BV
Reference27 articles.
1. International stock-bond correlations in a simple affine asset pricing model;Stefano Addona;Journal of Banking and Finance,2006
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4. Co-movements between US and UK stock prices: the role of time-varying conditional correlations;Aslanidis;International Journal of Finance and Economics,2009
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