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Stock-bond dependence and flight to/from quality
Ponrajah, Jeremey; Ning, Cathy Q. - In: International review of financial analysis 86 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014248292
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Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - 2014
Persistent link: https://www.econbiz.de/10011382186
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Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - In: Journal of banking & finance 52 (2015), pp. 62-76
Persistent link: https://www.econbiz.de/10011377303