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

Journal of Financial Markets

Volumn 10, Issue 2, 2007, Pages 192-218

  Connolly, Robert A ^a   Stivers, Chris ^b   Sun, Licheng ^c  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b UNIVERSITY OF GEORGIA   (United States)

^c OLD DOMINION UNIVERSITY   (United States)

Author keywords

Implied volatility; Return comovements

Indexed keywords

EID: 34247185752     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2006.09.005     Document Type: Article

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