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~institution:"College of Law and Business"
~institution:"European Central Bank"
~institution:"Federal Reserve Bank of St. Louis"
~subject:"Correlation"
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Asymmetric dynamics in the correlations of global equity and bond returns
Sheppard, Kevin
;
Cappiello, Lorenzo
;
Engle, Robert F.
-
European Central Bank
-
2003
JEL Classification: F3, G1, C5
Persistent link: https://www.econbiz.de/10005816158
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