Stock-bond co-movements and cross-country linkages
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- Dirk G. Baur, 2007. "Stock-bond co-movements and cross-country linkages," The Institute for International Integration Studies Discussion Paper Series iiisdp216, IIIS.
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- Sensoy, Ahmet & Sobaci, Cihat, 2014. "Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey," Economic Modelling, Elsevier, vol. 43(C), pages 448-457.
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Keywordsstock market co-movements; bond market co-movements; stock-bond co-movements; flight-to-quality; market contagion; stock markets; bond markets.;
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