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Commonality in the time-variation of stock-stock and stock-bond return comovements

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  • Connolly, Robert A.
  • Stivers, Chris
  • Sun, Licheng
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  • Connolly, Robert A. & Stivers, Chris & Sun, Licheng, 2007. "Commonality in the time-variation of stock-stock and stock-bond return comovements," Journal of Financial Markets, Elsevier, vol. 10(2), pages 192-218, May.
    • Handle: RePEc:eee:finmar:v:10:y:2007:i:2:p:192-218
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    5. Connolly, Robert & Stivers, Chris & Sun, Licheng, 2005. "Stock Market Uncertainty and the Stock-Bond Return Relation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 40(1), pages 161-194, March.
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