1. The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

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2. Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

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3. Forecasting commodity prices: empirical evidence using deep learning tools. (2024). Ftiti, Zied ; Louhichi, Wael ; Boubaker, Sahbi ; Tissaoui, Kais ; ben Ameur, Hachmi.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-022-05076-6.

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4. Global and domestic economic policy uncertainties and tourism stock market: Evidence from China. (2024). Yang, Peng ; Liu, Han ; Song, Haiyan ; Wu, Doris Chenguang.
   In: Tourism Economics.
   RePEc:sae:toueco:v:30:y:2024:i:3:p:567-591.

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5. Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

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6. Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era. (2024). Ricciardi, Irene ; Muto, Valerio ; Turriziani, Lorenzo ; Landi, Giovanni Catello.
   In: Socio-Economic Planning Sciences.
   RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002386.

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7. Asymmetric nexus between economic policy uncertainty and the Indian stock market: Evidence using NARDL approach. (2024). , Simran ; Sharma, Anil Kumar.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:93:y:2024:i:c:p:91-101.

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8. The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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9. Forecasting US Stock Market Volatility: Evidence from ESG and CPU indices. (2024). Ghani, Usman ; Qin, Quande ; Zhu, BO.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011832.

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10. Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

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11. The effect of uncertainty on stock market volatility and correlation. (2023). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097.

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12. The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall: a Complete Realized Exponential GARCH-X approach. (2023). Naimoli, Antonio.
    In: International Economics.
    RePEc:eee:inteco:v:176:y:2023:i:c:s2110701723000719.

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13. The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets. (2022). Naimoli, Antonio.
    In: MPRA Paper.
    RePEc:pra:mprapa:112588.

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14. Economic Policy Uncertainty Index Meets Ensemble Learning. (2022). Sorić, Petar ; Lolić, Ivana ; Logarui, Marija.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10153-2.

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15. Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index. (2022). Li, Tao ; Guo, Qiang ; Ghani, Maria ; Ma, Feng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:1180-1189.

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16. Time-varying risk of nominal bonds: How important are macroeconomic shocks?. (2022). Ermolov, Andrey.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:1:p:1-28.

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17. Demystifying the US Treasury floating rate note puzzle: A swap market perspective. (2022). Ahn, Yongkil.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005396.

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18. How do financial and commodity markets volatility react to real economic activity?. (2022). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000563.

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19. Measuring risk spillovers from multiple developed stock markets to China: A vine-copula-GARCH-MIDAS model. (2021). Li, Yuqian ; Liu, Yezheng ; Xu, Qifa ; Jiang, Cuixia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:386-398.

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20. Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Kizys, Renatas ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921.

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21. Hedging stock market risks: Can gold really beat bonds?. (2021). Jin, YI ; Ma, Rufei ; Zhai, Pengxiang ; Sun, Bianxia.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317323.

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22. Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets. (2021). Liu, Xiaoyan ; Wu, JI ; Zheng, Dazhi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303299.

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23. Flight-to-quality between global stock and bond markets in the COVID era. (2021). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664.

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24. The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Jianlei.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

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25. Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Smedts, Kristien ; Allard, Anne-Florence.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015.

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26. The Effects of External Uncertainties against Monetary Policy Uncertainty on IRANIAN Stock Return Volatility Using GARCH-MIDAS Approach. (2020). Javad, Seyed Mohammad ; Razmi, Seyedeh Fatemeh ; Oroumieh, Kiana Baensaf ; Bajgiran, Bahareh Ramezanian.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-04-35.

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27. U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility. (2019). El Ghini, Ahmed ; Belcaid, Karim.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300672.

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28. Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

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29. Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Su, Zhi ; Fang, Tong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:582-590.

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30. Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach. (2018). Xu, Qifa ; Chen, LU ; Yuan, Jing ; Jiang, Cuixia.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:51:y:2018:i:c:p:13-31.

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31. News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Wohar, Mark ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90.

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32. Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Xiao, Wen ; Fang, Libing ; Yu, Honghai.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259.

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33. A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201747.

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34. News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets. (2017). Wohar, Mark ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
    In: Working Papers.
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35. Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility. (2017). Lindblad, Annika.
    In: MPRA Paper.
    RePEc:pra:mprapa:80266.

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36. Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2017). Skintzi, Vasiliki.
    In: MPRA Paper.
    RePEc:pra:mprapa:78278.

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37. Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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38. Macroeconomic Variables, Leverage, Stock Returns and Stock Return Volatility. (2017). Magwedere, Margaret Rutendo.
    In: Acta Universitatis Danubius. OEconomica.
    RePEc:dug:actaec:y:2017:i:4:p:264-288.

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39. On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin .
    In: Working Papers.
    RePEc:awi:wpaper:0636.

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40. Macroeconomic expectations and the time-varying stock-bond correlation: international evidence. (2016). Conrad, Christian ; Loch, Karin .
    In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145530.

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41. Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Working Papers.
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42. Economic policy uncertainty and stock market volatility. (2015). Zhang, Tao ; Liu, LI.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

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2. Asgharian, H., C. Christiansen, and A.J. Hou (2014). Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification. Working Paper SSRN.

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1. Are industry‐level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index. (2021). Wei, YU ; Bai, Lan ; Yang, Kun.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:40:y:2021:i:1:p:17-39.

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2. A realized EGARCH-MIDAS model with higher moments. (2021). Wu, Xinyu ; Xie, Haibin.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308505.

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3. Macroeconomic forecasts and commodity futures volatility. (2021). Jiang, Ying ; Liu, Xiaoquan ; Ye, Wuyi ; Guo, Ranran ; Deschamps, Bruno.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:94:y:2021:i:c:p:981-994.

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4. Is implied volatility more informative for forecasting realized volatility: An international perspective. (2020). Zhang, Yaojie ; Wei, YU ; Liang, Chao.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:39:y:2020:i:8:p:1253-1276.

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5. Forecasting stock volatility in the presence of extreme shocks: Short‐term and long‐term effects. (2020). Wang, LU ; Liu, Guoshan ; Ma, Feng.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:39:y:2020:i:5:p:797-810.

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6. Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong.
   In: Working Papers.
   RePEc:ucr:wpaper:202009.

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7. Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). You, Yu ; Liu, Xiaochun.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151.

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8. Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Wang, LU ; Yang, Lin ; Liu, Jing ; Ma, Feng.
   In: International Journal of Forecasting.
   RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694.

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9. Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model. (2020). Zhou, Zhongbao ; Fu, Zhangyan ; Jiang, Yong ; Zeng, Ximei ; Lin, Ling.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304982.

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10. Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:58:y:2020:i:c:p:36-49.

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11. Economic policy uncertainty and the Chinese stock market volatility: Novel evidence. (2020). Zhang, Yaojie ; Li, Tao ; Ma, Feng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:87:y:2020:i:c:p:24-33.

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12. The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei.
    In: Papers.
    RePEc:arx:papers:2007.12838.

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13. Testing for an omitted multiplicative long-term component in GARCH models. (2019). Schienle, Melanie ; Conrad, Christian.
    In: Working Paper Series in Economics.
    RePEc:zbw:kitwps:121.

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14. The economic sources of Chinas CSI 300 spot and futures volatilities before and after the 2015 stock market crisis. (2019). Gong, Yuting ; Chen, Qiang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:64:y:2019:i:c:p:102-121.

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15. Which fear index matters for predicting US stock market volatilities: Text-counts or option based measurement?. (2019). Wei, YU ; Wang, Yan ; Zhu, Sha ; Liu, Qiuhong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314645.

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16. Uncertainty and oil volatility: New evidence. (2019). Diao, Xiaohua ; Cao, Xiang ; Zeng, Qing ; Mei, Dexiang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:525:y:2019:i:c:p:155-163.

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17. U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility. (2019). El Ghini, Ahmed ; Belcaid, Karim.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300672.

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18. International spillovers of U.S. financial volatility. (2019). Vu, Nam ; Berg, Kimberly.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:97:y:2019:i:c:p:19-34.

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19. Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. (2019). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Fang, Libing.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:29-36.

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20. Geopolitical risk and oil volatility: A new insight. (2019). Zhang, Yaojie ; Tang, Yingkai ; Liu, Jing ; Ma, Feng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433.

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21. Estimating MIDAS regressions via OLS with polynomial parameter profiling. (2019). Qian, Hang ; Ghysels, Eric.
    In: Econometrics and Statistics.
    RePEc:eee:ecosta:v:9:y:2019:i:c:p:1-16.

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22. Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Su, Zhi ; Fang, Tong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:582-590.

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23. On the asymmetric impact of macro–variables on volatility. (2019). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:76:y:2019:i:c:p:135-152.

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24. Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8000.

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25. The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach. (2018). Qian, Yichuo ; Fang, Libing ; Yu, Honghai ; Chen, Baizhu.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:3:p:413-422.

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26. Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Fang, Libing.
    In: Working Papers.
    RePEc:pre:wpaper:201858.

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27. Modeling and forecasting commodity market volatility with long-term economic and financial variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong.
    In: MPRA Paper.
    RePEc:pra:mprapa:84464.

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28. Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo.
    In: NIPE Working Papers.
    RePEc:nip:nipewp:07/2018.

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29. A Comparative GARCH Analysis of Macroeconomic Variables and Returns on Modelling the Kurtosis of FTSE 100 Implied Volatility Index. (2018). giouvris, evangelos ; Alsheikhmubarak, Abdulilah Ibrahim.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:22:y:2018:i:3-4:p:119-172.

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30. The Conductive and Predictive Effect of Oil Price Fluctuations on China’s Industry Development Based on Mixed-Frequency Data. (2018). Zhou, Xiaoyang ; Chen, Xiaofeng ; Su, Siping ; Cao, Puju ; Lai, Kin Keung ; Chai, Jian.
    In: Energies.
    RePEc:gam:jeners:v:11:y:2018:i:6:p:1372-:d:149403.

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31. Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market. (2018). Sun, Wencong ; Fang, Libing ; Yu, Honghai.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:505:y:2018:i:c:p:931-940.

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32. How does stock market volatility react to NVIX? Evidence from developed countries. (2018). Chen, Ying ; Qian, Yichuo ; Fang, Libing ; Yu, Honghai.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:505:y:2018:i:c:p:490-499.

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33. Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach. (2018). Xu, Qifa ; Chen, LU ; Yuan, Jing ; Jiang, Cuixia.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:51:y:2018:i:c:p:13-31.

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34. Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wei, YU ; Wu, Chongfeng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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35. Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo.
    In: CREATES Research Papers.
    RePEc:aah:create:2018-14.

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36. On the influence of US monetary policy on crude oil price volatility. (2017). Scognamillo, Antonio ; Amendola, Alessandra ; Candila, Vincenzo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1069-5.

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37. Forecasting realized volatility: a review. (2017). Bucci, Andrea.
    In: MPRA Paper.
    RePEc:pra:mprapa:83232.

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38. Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility. (2017). Lindblad, Annika.
    In: MPRA Paper.
    RePEc:pra:mprapa:80266.

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39. European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh.
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40. Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing.
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41. Macroeconomic Variables, Leverage, Stock Returns and Stock Return Volatility. (2017). Magwedere, Margaret Rutendo.
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42. Forecasting the return volatility of energy prices: A GARCH MIDAS approach. (2017). Salisu, Afees ; Swaray, Raymond.
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43. MIDAS models in banking sector – systemic risk comparison. (2017). Mestel, Roland ; Gurgul, Henryk ; Syrek, Robert.
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44. What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin.
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45. Effects of macroeconomic uncertainty on the stock and bond markets. (2015). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun.
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46. Are the KOSPI 200 implied volatilities useful in value-at-risk models?. (2015). Kim, Junsik ; Ryu, Doojin.
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47. Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data. (2015). Vander Elst, Harry ; Dominicy, Yves.
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48. Misspecification Testing in GARCH-MIDAS Models. (2015). Schienle, Melanie ; Conrad, Christian.
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49. On the influence of the U.S. monetary policy on the crude oil price volatility. (2015). Scognamillo, Antonio ; Amendola, Alessandra ; Candila, Vincenzo.
    In: 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy.
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50. Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets. (2015). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun.
    In: CREATES Research Papers.
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