Volatility transmission between stock and bond markets

Journal of International Financial Markets, Institutions and Money

Volumn 16, Issue 1, 2006, Pages 71-86

  Steeley, James M ^a  

^a ASTON UNIVERSITY   (United Kingdom)

Author keywords

Bond; Correlation; Volatility

Indexed keywords

EID: 32244438537     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2005.01.001     Document Type: Article

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