The Fear Premium and Daily Comovements of the S&P 500 E/P ratio and Treasury Yields before and during the 2008 Financial Crisis
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DOI: 10.1111/fmii.12009
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- Charles Armah Danso & James Refalo, 2025. "An Examination of G10 Carry Trade and Covered Interest Arbitrage Before, During, and After Financial Crises," JRFM, MDPI, vol. 18(4), pages 1-15, April.
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