Work

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

Year: 2006

Type: article

Source: Journal of Financial Markets

DOI: 10.1016/j.finmar.2006.09.005

Authors: Robert A. Connolly, Chris Stivers, Licheng Sun

Institutions: University of North Carolina at Chapel Hill, University of Georgia, Old Dominion University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2019036387

FWCI: 6.238

Cites: 39

Cited by: 156

Related to: 10