Journal of Financial Markets
Vol. 10
No. 2
2007
Commonality in the time-variation of stock–stock and stock–bond return comovements
Robert A.
Connolly1;
Chris
Stivers2;
Licheng
Sun3
1 University of North Carolina at Chapel Hill · 2 University of Georgia · 3 Old Dominion University
- DOI
- 10.1016/j.finmar.2006.09.005
- Volume
- 10
- Issue
- 2
- Pages
- 192-218
- Language
- en
- Sources
-
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