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~isPartOf:"Working paper / National Bank of Belgium / National Bank of Belgium"
~person:"Bekaert, Geert"
~person:"Smets, Frank"
~subject:"Capital income"
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The determinants of stock and bond return comovements
Baele, Lieven
;
Bekaert, Geert
;
Inghelbrecht, Koen
-
2007
dynamics of stock-bond return correlations poorly. Alternative factors, such as
liquidity
proxies, help explain the residual …
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