Stock-bond co-movements and cross-country linkages
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- Dirk G. Baur, 2010. "Stock-bond co-movements and cross-country linkages," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 111-129.
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More about this item
Keywordsfinancial market integration; stock market co-movements; bond market co-movements; stock-bond linkages; flight-to-quality; contagion;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-04-09 (All new papers)
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