An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns

Journal of Applied Econometrics

Volumn 21, Issue 1, 2006, Pages 1-22

  Guidolin, Massimo ^a   Timmermann, Allan ^b  

^a FEDERAL RESERVE BANK OF ST LOUIS   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33644808061     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.824     Document Type: Article

References (26)

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