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Baele, Lieven - 2009

We study the economic sources of stock-bond return comovements and its time variation using a dynamic factor model. We …

Persistent link: https://www.econbiz.de/10012463390

Baele, Lieven - 2010

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Persistent link: https://www.econbiz.de/10013151357

Baele, Lieven - 2011

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