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Commonality in the time-variation of stock-stock and stock-bond return comovements. (2007). Connolly, Robert ; Stivers, Chris ; Sun, Licheng.
In: Journal of Financial Markets.
RePEc:eee:finmar:v:10:y:2007:i:2:p:192-218.

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  5. Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation. (2021). Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababaa, Abdel Razzaq ; Alomari, Mohammad.
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  17. Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach. (2019). Tiwari, Aviral ; Naifar, Nader ; Hammoudeh, Shawkat.
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    In: Journal of Financial Markets.
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  21. Predicting bond betas using macro-finance variables. (2019). Christiansen, Charlotte ; Cipollini, Andrea ; Aslanidis, Nektarios.
    In: Finance Research Letters.
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  22. Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki D.
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    RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

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  29. A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
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  30. News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets. (2017). Wohar, Mark ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
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  32. Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes. (2017). JOUINI, Jamel ; Alshogeathri, Mofleh .
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  33. Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence. (2017). Naifar, Nader ; Bahloul, Slah ; Mroua, Mourad .
    In: Pacific-Basin Finance Journal.
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  34. Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika.
    In: Journal of Banking & Finance.
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  35. Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:35:y:2017:i:c:p:47-64.

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  37. Geopolitical risks and the oil-stock nexus over 1899–2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos.
    In: Finance Research Letters.
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  38. Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. (2017). Cermeño, Rodolfo ; Curto, Jose Dias ; Cermeo, Rodolfo ; Ribeiro, Pedro Pires .
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  39. Dispersed Information and Sovereign Risk Premia. (2017). Becerra, Sebastian ; Margaretic, Paula.
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  40. Which market integration measure?. (2016). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, Max .
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  41. The Long-Run Effects of the Fed’s Monetary Policy on the Dynamics among Major Asset Classes. (2016). Jia, Miao .
    In: International Journal of Management and Economics.
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  43. Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets. (2016). Piljak, Vanja ; Dimic, Nebojsa ; Aijo, Janne ; Kiviaho, Jarno .
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  44. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef.
    In: International Review of Economics & Finance.
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  45. Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?. (2016). Naifar, Nader ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:39:y:2016:i:c:p:57-69.

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  46. What drives asymmetric dependence structure of asset return comovements?. (2016). Poshakwale, Sunil S ; Mandal, Anandadeep .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:48:y:2016:i:c:p:312-330.

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    In: CFR Working Papers.
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  48. Measuring Financial Integration: Lessons from the Correlation. (2015). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, Max .
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  49. An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market. (2015). Marcato, Gianluca ; Freybote, Julia ; Das, Prashant.
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  50. Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets. (2015). Gencer, Hatice Gaye.
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  53. New empirical evidence from assessing financial market integration, with application to Saudi Arabia. (2015). JOUINI, Jamel.
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  54. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
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  55. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
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  56. Investor sentiment, flight-to-quality, and corporate bond comovement. (2014). Kempf, Alexander ; Bethke, Sebastian ; Gehde-Trapp, Monika.
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  58. Dynamic linkages among carbon, energy and financial markets: a smooth transition approach. (2014). Koch, Nicolas.
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  59. Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification. (2014). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Aijun .
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  60. The Eurozone crisis and its contagion effects on the European stock markets. (2014). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
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  64. Does Terrorism Affect the Stock?Bond Covariance? Evidence from European Countries. (2013). Papadamou, Stephanos ; Kollias, Christos ; Arvanitis, Vangelis .
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  67. The impact of corporate governance, regulatory differences and futures contracts on movements among portfolios of cross-listed equities: The case of Germany. (2013). ΚΑΡΤΑΛΗΣ, ΝΙΚΟΛΑΟΣ ; Koulakiotis, Athanasios ; Kartalis, Nikos ; Papasyriopoulos, Nicholas ; Lyroudi, Katerina .
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  71. Eurozone crisis and BRIICKS stock markets: Contagion or market interdependence?. (2013). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
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  73. The Japanese economy in crises: A time series segmentation study. (2012). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang .
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  74. Identifying time variability in stock and interest rate dependence. (2012). Lindemann, Jens ; Stein, Michael ; Islami, Mevlud.
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  77. Smooth transition patterns in the realized stock–bond correlation. (2012). Christiansen, Charlotte ; Aslanidis, Nektarios.
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  78. The Japanese economy in crises: A time series segmentation study. (2011). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang .
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  79. Stock and bond market interactions with two regime shifts: evidence from Turkey. (2011). kahyaoglu, hakan ; Cagli, Efe ; Evrim-Mandaci, Pinar .
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  80. Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets. (2011). Kouretas, Georgios ; Syllignakis, Manolis N..
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  82. Decomposing European bond and equity volatility. (2010). Christiansen, Charlotte.
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  85. On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements. (2009). Pasquariello, Paolo ; Subrahmanyam, Marti ; Brenner, Menachem.
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  86. How do policy and information shocks impact co-movements of Chinas T-bond and stock markets?. (2008). Li, Xiao-Ming ; Zou, Li-Ping.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:3:p:347-359.

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