International stock-bond correlations in a simple affine asset pricing model

Stefano d'Addona and Axel H. Kind

Journal of Banking & Finance, 2006, vol. 30, issue 10, pages 2747-2765

Date: 2006
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Working Paper: International Stock-Bond Correlations in a Simple Affine Asset Pricing Model (2005)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:jbfina:v:30:y:2006:i:10:p:2747-2765

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