Title of article
Commonality in the time-variation of stock–stock and stock–bond return comovements
Author/Authors
Robert A. Connolly، نويسنده , , Chris Stivers، نويسنده , , Licheng Sun، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
27
From page
192
To page
218
Keywords
Implied volatility , Return comovements
Journal title
Journal of Financial Markets
Serial Year
2007
Journal title
Journal of Financial Markets
Record number
189507
Link To Document