Bond vs stock market's Q: Testing for stability across frequencies and over time

Journal of Empirical Finance - Tập 24 - Trang 138-150 - 2013
Marco Gallegati1, James B. Ramsey2
1Department of Economics and Social Sciences, Faculty of Economics “G. Fuá”, Polytechnic University of Marche, Piazzale Martelli 8, 60121 Ancona, Italy
2Department of Economics, New York University, 269 Mercer Street, NY 10003, New York, USA

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