Work

Macroeconomic News and Stock–Bond Comovement

Year: 2022

Type: article

Source: European Finance Review

DOI: 10.1093/rof/rfac066

Author: Gregory R Duffee

Institution: Johns Hopkins University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4297997842

FWCI: 3.846

Cites: 28

Cited by: 30

Related to: 10