Commonality in the time-variation of stock-stock and stock-bond return comovements
| Year of publication: |
2007
|
|---|---|
| Authors: | Connolly, Robert A. ; Stivers, Chris ; Sun, Licheng |
| Published in: |
Journal of Financial Markets. - Elsevier, ISSN 1386-4181. - Vol. 10.2007, 2, p. 192-218
|
| Publisher: |
Elsevier |