Firm-specific information and the correlation between individual stocks and bonds
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- Donald B. Keim & Robert F. Stambaugh, .
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- Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-08, May.
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