Concepedia

Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis

Fu‐Lai Lin, Sheng‐Yung Yang, Terry A. Marsh, Yu‐Fen Chen

International Review of Economics & Finance · 2017 · 62 citations · 42 references

DOI

Concepts

References

42

Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model

Pietro Veronesi · Review of Financial Studies · 1999 · 1K citations

, , +18

Dynamic correlation analysis of financial contagion: Evidence from Asian markets

Thomas C. Chiang, Bang Nam Jeon, Huimin Li · Journal of International Money and Finance · 2007 · 879 citations

, , +8

International comovement of stock market returns: A wavelet analysis

António Rua, Luís C. Nunes · Journal of Empirical Finance · 2009 · 795 citations · Full text

, , +6

The real term structure and consumption growth

Campbell R. Harvey · Journal of Financial Economics · 1988 · 701 citations

, , +6

Stock Market Uncertainty and the Stock-Bond Return Relation

Robert A. Connolly, Chris T. Stivers, Licheng Sun · Journal of Financial and Quantitative Analysis · 2005 · 672 citations

, , +12