Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence
Year of publication: |
2010
|
---|---|
Authors: | Yang, Jian ; Zhou, Yinggang ; Wang, Zijun |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 56.2010, 11, p. 2031-2049
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | regime switching | conditional coskewness | intertemporal asset pricing | stock and bond comovements |
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