Asymmetric dynamics in the correlations of global equity and bond returns
By: by Lorenzo Cappiello, Robert F. Engle, and Kevin Sheppard
Contributors: Engle, R. F.; Sheppard, Kevin; European Central Bank
Series: Working paper series / European Central Bank -- working paper no. 204; Working paper series (European Central Bank) -- working paper no. 204
Publisher: European Central Bank
Published: 2003
Place of publication: Frankfurt am Main, Germany
Language: eng
Notes: "January 2003."