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An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M. - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 667-682
Persistent link: https://www.econbiz.de/10001230617
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Bond market volatilitys vs. stock market volatility : the Swiss experience
Young, Philip J.; Johnson, Robert R. - In: Financial markets and portfolio management 18 (2004) 1, pp. 8-23
Persistent link: https://www.econbiz.de/10002130668
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Time-varying risk and return characteristics of US and European bond markets: implications for efficient portfolio allocation
Young, Philip J.; Payne, Thomas H.; Johnson, Robert R. - In: The journal of asset management 8 (2007/08) 5, pp. 337-350
Persistent link: https://www.econbiz.de/10003621352
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The increasing volatility of the stock market?
Washer, Kenneth M.; Jorgensen, Randy D.; Johnson, Robert R. - In: The journal of wealth management 19 (2016/2017) 1, pp. 71-82
Persistent link: https://www.econbiz.de/10011496607
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The monetary environment and long-run reversals in stock returns
Garcia-Feijoo, Luis; Jensen, Gerald R. - In: The journal of financial research 37 (2014) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10010359515