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On the Fundamental Relation Between Equity Returns and Interest Rates. (2014). Choi, Jae Won ; Whitelaw, Robert F. ; Richardson, Matthew P..
In: NBER Working Papers.
RePEc:nbr:nberwo:20187.

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Cited: 3

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Cites: 53

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  1. Predicting bond betas using macro-finance variables. (2019). Christiansen, Charlotte ; Cipollini, Andrea ; Aslanidis, Nektarios.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:29:y:2019:i:c:p:193-199.

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  2. Predicting Bond Betas using Macro-Finance Variables. (2018). cipollini, andrea ; Christiansen, Charlotte ; Aslanidis, Nektarios.
    In: Working Papers.
    RePEc:urv:wpaper:2072/306546.

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  3. Macro-Finance Determinants of the Long-Run Stock–Bond Correlation: The DCC-MIDAS Specification. (2016). Christiansen, Charlotte ; Asgharian, Hossein ; Jun, AI.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:14:y:2016:i:3:p:617-642..

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