Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence (Q3117330)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence |
scientific article |
Statements
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence (English)
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27 February 2012
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regime switching
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conditional coskewness
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intertemporal asset pricing
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