Are Stock and Bond Prices Collinear in the Long Run
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Bibliographic InfoPaper provided by Department of Economics, Florida State University in its series Working Papers with number 1993_09_01.
Length: 16 pages
Date of creation: 1993
Date of revision:
Other versions of this item:
- Chan, Kam C. & Norrbin, Stefan C. & Lai, Pikki, 1997. "Are stock and bond prices collinear in the long run?," International Review of Economics & Finance, Elsevier, vol. 6(2), pages 193-201.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Kim, Sangbae & In, Francis, 2007. "On the relationship between changes in stock prices and bond yields in the G7 countries: Wavelet analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(2), pages 167-179, April.
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