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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper / Department of Economics, Lund University
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Jump spillover in international equity markets
Asgharian, Hossein
;
Bengtsson, Christoffer
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
2
,
pp. 167-203
Persistent link: https://www.econbiz.de/10003318429
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Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 617-642
Persistent link: https://www.econbiz.de/10011623696
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