Author:
Abakah Emmanuel Joel Aikins,Nasreen Samia,Tiwari Aviral Kumar,Lee Chien-Chiang
Funder
National Office for Philosophy and Social Sciences
Subject
Economics and Econometrics,Finance
Reference57 articles.
1. Re-examination of international bond market dependence: Evidence from a pair copula approach;Abakah;International Review of Financial Analysis,2021
2. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks;Abakah;International Review of Economics and Finance,2022
3. Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas;Abakah;Finance Research Letters,2021
4. Why does the correlation between stock and bond returns vary over time?;Andersson;Applied Financial Economics,2008
5. Stocks versus bonds: explaining the equity risk premium;Asness;Financial Analysts Journal,2000
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