Risk Premia and the Dynamic Covariance between Stock and Bond Returns.
| Autor: | Scruggs, John T.1 jscruggs@terry.uga.edu, Glabadanidis, Paskalis2 glabadanidisp@olin.wustl.edu |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Jun2003, Vol. 38 Issue 2, p295-316. 22p. 7 Charts, 2 Graphs. |
| Databáze: | Business Source Ultimate |
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