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The Danish stock and bond markets: comovement, return predictability and variance decomposition

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Author Info
Engsted, Tom
Tanggaard, Carsten

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File URL: http://www.sciencedirect.com/science/article/B6VFG-435CHG9-2/2/98920195ddc08c002e7dea57b255ce1b
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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 8 (2001)
Issue (Month): 3 (July)
Pages: 243-271
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Handle: RePEc:eee:empfin:v:8:y:2001:i:3:p:243-271

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  1. Nico Valckx, 2004. "The decomposition of US and Euro area stock and bond returns and their sensitivity to economic state variables," European Journal of Finance, Taylor and Francis Journals, vol. 10(2), pages 149-173, April. [Downloadable!] (restricted)
  2. Abhay Abhyankar & Angelica Gonzalez, 2007. "What Drives Corporate Bond Market Betas?," ESE Discussion Papers 157, Edinburgh School of Economics, University of Edinburgh. [Downloadable!]
  3. Tom Engsted & Thomas Q. Pedersen, 2009. "The dividend-price ratio does predict dividend growth: International evidence," CREATES Research Papers 2009-36, School of Economics and Management, University of Aarhus. [Downloadable!]
  4. Juan PiƱeiro Chousa, & Artur Tamazian, & Davit N. Melikyan,, 2008. "MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members," William Davidson Institute Working Papers Series wp916, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
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This page was last updated on 2009-12-3.


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