Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
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Publication:128857
DOI10.1093/jjfinec/nbl005MaRDI QIDQ128857
L. Cappiello, R. F. Engle, K. Sheppard
Publication date: 9 August 2006
Published in: Journal of Financial Econometrics (Search for Journal in Brave)
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