Stock-bond return correlations: Moving away from "one-frequency-fits-all" by extending the DCC-MIDAS approach

Anne-Florence Allard, Leonardo Iania and Kristien Smedts

No 2020005, LIDAM Reprints LFIN from Université catholique de Louvain, Louvain Finance (LFIN)

Date: 2020-01-01
Note: In : International Review of Financial Analysis, Vol. 71 (2020)
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Journal Article: Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach (2020)
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