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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"EU-Staaten"
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High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers
Boffelli, Simona
;
Skintzi, Vasiliki D.
;
Urga, Giovanni
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 62-105
Persistent link: https://www.econbiz.de/10011658739
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2
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
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