Smooth transition patterns in the realized stock–bond correlation

Author:

Aslanidis Nektarios,Christiansen Charlotte

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

1. Towards a unified framework for high and low frequency return volatility modeling;Andersen;Stat. Neerl.,1998

2. The transmission mechanism in a changing world;Artis;J. Appl. Econ.,2007

3. Quantiles of the realized stock–bond correlation;Aslanidis,2010

4. Modeling tick-by-tick realized correlations;Audrino;Comput. Stat. Data Anal.,2010

5. The determinants of stock and bond return comovements;Baele;Rev. Financ. Stud.,2010

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