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The Stock-Bond Correlation and...
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Yang, Jian
84
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8
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8
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7
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The stock–bond correlation and macroeconomic conditions: One and a half centuries of evidence
Yang, Jian
;
Zhou, Yinggang
;
Wang, Zijun
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 670-680
Persistent link: https://www.econbiz.de/10008175316
Saved in:
2
Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence
Yang, Jian
;
Zhou, Yinggang
;
Wang, Zijun
- In:
Management science : journal of the Institute for …
56
(
2010
)
11
,
pp. 2031-2050
Persistent link: https://www.econbiz.de/10008721999
Saved in:
3
The stock–bond correlation and macroeconomic conditions: One and a half centuries of evidence
Yang, Jian
;
Zhou, Yinggang
;
Wang, Zijun
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 670-681
Persistent link: https://www.econbiz.de/10008890379
Saved in:
4
Asymmetric Correlation and Volatility Dynamics among Stock, Bond, and Securitized Real Estate Markets
Yang, Jian
;
Zhou, Yinggang
;
Leung, Wai Kin
- In:
The journal of real estate finance and economics
45
(
2012
)
2
,
pp. 491-522
Persistent link: https://www.econbiz.de/10009991559
Saved in:
5
Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China
Yang, Jian
;
Yang, Zihui
;
Zhou, Yinggang
- In:
The journal of futures markets
32
(
2012
)
2
,
pp. 99-122
Persistent link: https://www.econbiz.de/10009819018
Saved in:
6
The emerging market crisis and stock market linkages: further evidence
Yang, Jian
;
Hsiao, Cheng
;
Li, Qi
;
Wang, Zijun
- In:
Journal of applied econometrics
21
(
2006
)
6
,
pp. 727-744
Persistent link: https://www.econbiz.de/10007302496
Saved in:
7
International transmission of inflation among G-7 countries: A data-determined VAR analysis
Yang, Jian
;
Guo, Hui
;
Wang, Zijun
- In:
Journal of banking & finance
30
(
2006
)
10
,
pp. 2681-2700
Persistent link: https://www.econbiz.de/10007284225
Saved in:
8
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence
Guo, Hui
;
Savickas, Robert
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
1
,
pp. 133-154
Persistent link: https://www.econbiz.de/10008255609
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9
Fiscal policy and asset markets: A semiparametric analysis
Jansen, Dennis W.
;
Li, Qi
;
Wang, Zijun
;
Yang, Jian
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 141-150
Persistent link: https://www.econbiz.de/10008143197
Saved in:
10
Interest rate linkages in the Eurocurrency market: Contemporaneous and out-of-sample Granger causality tests
Wang, Zijun
;
Yang, Jian
;
Li, Qi
- In:
Journal of international money and finance
26
(
2007
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10007596819
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