On Risk Premia and Volatility Transmission Across the Stock and Bond Markets
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More about this item
Keywords
Risk premia and volatility transmission; Stock and bond markets; Conditional capital asset pricing model;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2005-11-09 (Finance)
- NEP-FMK-2005-11-09 (Financial Markets)
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