The Danish stock and bond markets: comovement, return predictability and variance decomposition

Tom Engsted () and Carsten Tanggaard ()

Journal of Empirical Finance, 2001, vol. 8, issue 3, pages 243-271

Date: 2001
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Journal of Empirical Finance is edited by R. T. Baillie, G. Bekaert, W. Ferson, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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