Firm-specific information and the correlation between individual stocks and bonds
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- Newey, Whitney & West, Kenneth, 2014.
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- Robert J. Shiller & Andrea E. Beltratti, 1990. "Stock Prices and Bond Yields: Can Their Co-Movements Be Explained in Terms of Present Value Models?," Cowles Foundation Discussion Papers 953, Cowles Foundation for Research in Economics, Yale University.
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