MACRO FACTOR, MARKET VOLATILITY, AND STOCK-BOND CORRELATION: A DYNAMIC MIXED DATA SAMPLING FORECAST.

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Bibliographic Details
Title: MACRO FACTOR, MARKET VOLATILITY, AND STOCK-BOND CORRELATION: A DYNAMIC MIXED DATA SAMPLING FORECAST.
Authors: CHEN, QIAN1 (AUTHOR), GAO, XIANG2 (AUTHOR), CHEN, CHEN3 (AUTHOR), TIAN, SHUAIRU2 (AUTHOR) tiansr@sbs.edu.cn, HAMORI, SHIGEYUKI4 (AUTHOR) hamori@econ.kobe-u.ac.jp
Source: Singapore Economic Review. 9/15/2026, Vol. 71 Issue 7, p1907-1936. 30p.
Database: Business Source Ultimate
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ISSN:02175908
DOI:10.1142/S021759082250028X