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for the working paper

Stock-bond correlation and the bond quality ratio: Removing the discount factor to generate a “deflated” stock index
Andrea Terzi and Giovanni Verga
DISCE - Quaderni dell'Istituto di Economia e Finanza from Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)
Read abstract and download full text files (if available) at EconPapers

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Statistics updated 2024-12-04