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subject:"Volatility"
isPartOf:"Journal of empirical finance"
~person:"Christiansen, Charlotte"
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Volatility
Aktienmarkt
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Realized stock-bond correlation
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Christiansen, Charlotte
Caporin, Massimiliano
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Conrad, Christian
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Dijk, Dick van
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Karanasos, Menelaos
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Kim, Kun Ho
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Aslanidis, Nekatrios
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Bai, Lu
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Bartram, Söhnke M.
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Journal of empirical finance
Finance research letters
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
The North American journal of economics and finance : a journal of financial economics studies
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Quantiles of the realized stock-bond correlation and links to the macroeconomy
Aslanidis, Nektarios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
28
(
2014
),
pp. 321-331
Persistent link: https://www.econbiz.de/10011285626
Saved in:
2
Smooth transition patterns in the realized stock-bond correlation
Aslanidis, Nekatrios
;
Christiansen, Charlotte
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10009615670
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