The Determinants of Stock and Bond Return Comovements
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/23/6/2374/6036505/hhq014.pdf
Reference69 articles.
1. Illiquidity and stock returns: cross-section and time-series effects
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3. Do macro variables, asset markets, or surveys forecast inflation better?
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