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Risk Premia and the Dynamic Covariance between Stock and Bond Returns

John T. Scruggs; Paskalis Glabadanidis

Journal of Financial and Quantitative Analysis 2003 38(2), 295

John T. Scruggs, Paskalis Glabadanidis, Risk Premia and the Dynamic Covariance between Stock and Bond Returns, The Journal of Financial and Quantitative Analysis, Vol. 38, No. 2 (Jun., 2003), pp. 295-316

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Risk Premia and the Dynamic Covariance between Stock and Bond Returns