Commonality in the time-variation of stock-stock and stock-bond return comovements
Year of publication: |
2007
|
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Authors: | Connolly, Robert A. ; Stivers, Christopher T. ; Sun, Licheng |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 10.2007, 2, p. 192-218
|
Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Korrelation | Correlation | Börsenkurs | Share price | Rentenmarkt | Bond market | Welt | World |
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