相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。Time varying integration of European stock markets and monetary drivers
Hyunchul Lee et al.
JOURNAL OF EMPIRICAL FINANCE (2020)
Time-Varying Comovement of Chinese Stock and Government Bond Markets: Flight to Safe Haven
Hyunchul Lee et al.
EMERGING MARKETS FINANCE AND TRADE (2019)
Determinants of stock-bond market comovement in the Eurozone under model uncertainty
Vasiliki D. Skintzi
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2019)
Understanding international stock market comovements: A comparison of developed and emerging markets
Peng Chen
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2018)
What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach
Hyunchul Lee et al.
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE (2017)
The European sovereign debt market: from integration to segmentation
Andrea Cipollini et al.
EUROPEAN JOURNAL OF FINANCE (2015)
Liberalisation and stock market co-movement between emerging economies
Michel Beine et al.
QUANTITATIVE FINANCE (2011)
Stock and bond returns with Moody Investors
Geert Bekaert et al.
JOURNAL OF EMPIRICAL FINANCE (2010)
The Determinants of Stock and Bond Return Comovements
Lieven Baele et al.
REVIEW OF FINANCIAL STUDIES (2010)
Flights and contagion-An empirical analysis of stock-bond correlations
Dirk G. Baur et al.
JOURNAL OF FINANCIAL STABILITY (2009)
Risk, uncertainty, and asset prices
Geert Bekaert et al.
JOURNAL OF FINANCIAL ECONOMICS (2009)
Non-linearity in the determinants of capital structure: evidence from UK firms
Bassam Fattouh et al.
EMPIRICAL ECONOMICS (2008)
Evolution of international stock and bond market integration: Influence of the European Monetary Union
SJ Kim et al.
JOURNAL OF BANKING & FINANCE (2006)
Stock market uncertainty and the stock-bond return relation
R Connolly et al.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS (2005)
An empirical analysis of stock and bond market liquidity
T Chordia et al.
REVIEW OF FINANCIAL STUDIES (2005)
Capital structure in South Korea: a quantile regression approach
B Fattouh et al.
JOURNAL OF DEVELOPMENT ECONOMICS (2005)
Asset market linkages in crisis periods
P Hartmann et al.
REVIEW OF ECONOMICS AND STATISTICS (2004)
Risk premia and the dynamic covariance between stock and bond returns
JT Scruggs et al.
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS (2003)
Modeling and forecasting realized volatility
TG Andersen et al.
ECONOMETRICA (2003)
The distribution of realized exchange rate volatility
TG Andersen et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2001)