Realized bond-stock correlation: Macroeconomic announcement effects

Journal of Futures Markets

Volumn 27, Issue 5, 2007, Pages 439-469

  Christiansen, Charlotte ^a   Ranaldo, Angelo ^b  

^a AARHUS UNIVERSITY   (Denmark)

^b SWISS NATIONAL BANK   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34247523580     PISSN: 02707314     EISSN: 10969934     Source Type: Journal    
DOI: 10.1002/fut.20258     Document Type: Review

References (19)

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