Asymmetry in return and volatility spillover between equity and bond markets in Australia

Warren Gregory Dean, Robert Faff, Geoffrey F Loudon

    Research output: Contribution to journalArticleResearchpeer-review

    34 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)272 - 289
    Number of pages18
    JournalPacific Basin Finance Journal
    Volume18
    Issue number3
    DOIs
    Publication statusPublished - 2010

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