Extreme Correlation of Stock and Bond Futures Markets: International Evidence

Financial Review

Volumn 47, Issue 3, 2012, Pages 565-587

  Chui, Chin Man ^a   Yang, Jian ^b  

^a XIAMEN UNIVERSITY   (China)

^b UNIVERSITY OF COLORADO   (United States)

Author keywords

Copula; Futures; Macroeconomic news; Stock market uncertainty; Stock bond extreme correlation

Indexed keywords

EID: 84863764489     PISSN: 07328516     EISSN: 15406288     Source Type: Journal    
DOI: 10.1111/j.1540-6288.2012.00340.x     Document Type: Article

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