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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Caldeira, João F."
~person:"Cappiello, Lorenzo"
~person:"Hafner, Christian M."
~person:"McAleer, Michael"
~subject:"Rentenmarkt"
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Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
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