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Volatility transmission between stock and bond markets

James M. Steeley

Journal of International Financial Markets, Institutions and Money, 2006, vol. 16, issue 1, pages 71-86

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Journal of International Financial Markets, Institutions and Money is edited by I. Mathur and C. J. Neely

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Handle: RePEc:eee:intfin:v:16:y:2006:i:1:p:71-86