Risk premia and the dynamic covariance between stock and bond returns

Journal of Financial and Quantitative Analysis

Volumn 38, Issue 2, 2003, Pages 295-316

  Scruggs, John T ^a   Glabadanidis, Paskalis ^b  

^a UNIVERSITY OF GEORGIA   (United States)

^b WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038802421     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/4126752     Document Type: Article

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