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1
Macroeconomic uncertainty and the distant forward-rate slope
Connolly, Robert A.
;
Dubofsky, David A.
;
Stivers, …
- In:
Journal of empirical finance
48
(
2018
),
pp. 140-161
Persistent link: https://www.econbiz.de/10012109285
Saved in:
2
Information content and other characteristics of the daily cross-sectional dispersion in stock returns
Connolly, Robert A.
;
Stivers, Christopher T.
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 79-112
Persistent link: https://www.econbiz.de/10003278630
Saved in:
3
Commonality in the time-variation of stock-stock and stock-bond return comovements
Connolly, Robert A.
;
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial markets
10
(
2007
)
2
,
pp. 192-218
Persistent link: https://www.econbiz.de/10003510378
Saved in:
4
Regime-switsching in stock index and treasury futures returns and measures of stock market stress
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 753-779
Persistent link: https://www.econbiz.de/10003985087
Saved in:
5
The stock-bond return return relation, the term structure's slope, and asset-class risk dynamics
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 699-724
Persistent link: https://www.econbiz.de/10010487741
Saved in:
6
Equity volatility as a determinant of future term-structure volatility
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
Journal of financial markets
25
(
2015
),
pp. 33-51
Persistent link: https://www.econbiz.de/10011477263
Saved in:
7
Stock market uncertainty and the stock-bond return relation
Connolly, Robert A.
;
Stivers, Christopher T.
;
Sun, Licheng
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
1
,
pp. 161-194
Persistent link: https://www.econbiz.de/10002699485
Saved in:
8
Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion
Connolly, Robert A.
;
Stivers, Christopher T.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1521-1556
Persistent link: https://www.econbiz.de/10001781162
Saved in:
9
Beta and size equity premia following a high-VIX threshold
Bansal, Naresh K.
;
Connolly, Robert A.
;
Stivers, …
- In:
The journal of futures markets
42
(
2022
)
8
,
pp. 1491-1517
Persistent link: https://www.econbiz.de/10013287992
Saved in:
10
Stock returns and inflation shocks in weaker economic times
Connolly, Robert A.
;
Stivers, Christopher T.
;
Sun, Licheng
- In:
Financial management : FM
51
(
2022
)
3
,
pp. 827-867
Persistent link: https://www.econbiz.de/10013468461
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