The stock-bond comovements and cross-market trading
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Publication:1656474
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Cites work
- Analysis of time series subject to changes in regime
- Behavioral heterogeneity in stock prices
- Behavioral heterogeneity in the option market
- Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
- Mutual fund separation in financial theory - the separating distributions
- Speculative behavior and the dynamics of interacting stock markets
- Structural stochastic volatility in asset pricing dynamics: estimation and model contest
- Testing and Modeling Multivariate Threshold Models
Cited in
(8)- Time-varying arbitrage and dynamic price discovery
- Modeling trading behavior in the Japanese stock market during QE tapering and post-QE exit
- Coordinated bubbles and crashes
- Pricing equity-bond covariance risk: between flight-to-quality and fear-of-missing-out
- Procedural rationality, asset heterogeneity and market selection
- Coupling index and stocks
- Stock-bond co-movements and flight-to-quality in G7 countries: a time-frequency analysis
- The Bond Market'sq*
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