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Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns - MaRDI portal

Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Q128857)

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scientific article
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Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
scientific article

    Statements

    volume
    4
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    issue
    4
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    page(s)
    537-572
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    publication date
    9 August 2006
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    author
    L. Cappiello
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    R. F. Engle
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    K. Sheppard
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    Identifiers

     
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