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Firm-specificinformationandthecorrelationbetweenindividualstocksandbonds. Kwan,SimonH. JournalofFinancialEconomics . 1996
[4]
why don t the prices of stocks and bond move together?. Barsky,R. The American Economist . 1989
[5]
Common nonstationary components of asset prices. Bossaerts,P. Journal of Econometrics . 1988
[6]
Information and Volatility Linkages in the Stock, Bond, and Money Market. Jeff Fleming,Chris Kirby,Barbara Ostdiek. The Journal of Finance . 1998
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Whatmovesthestockandbondmarkets?Avariancedecompositionforlong-termassetreturns. Campbell,JohnY,JohnAmmer. JournalofFinance . 1993
[8]
Consumption,assetmarkets,and macroeconomic fluctuations. Shiller,R J. Carnegie Rochester conference series on publicy . 1982
[9]
Beltratti;Stock prices and bond yields-can their comovements be explainded in terms of present value models?. Shiller,Robert J,and Andrea E. Journal of Monetary Economics . 1992