Chin Man Chui

Xiamen University - Institute for Financial and Accounting Studies

Xiamen, Fujian 361005

China

SCHOLARLY PAPERS

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Scholarly Papers (1)

Extreme Correlation of Stock and Bond Futures Markets: International Evidence

Working paper, July 2011
Number of pages: 45 Posted: 02 Sep 2011 Last Revised: 26 Sep 2011
Chin Man Chui and Jian Yang
Xiamen University - Institute for Financial and Accounting Studies and University of Colorado at Denver - Business School
Downloads 193 (131,472)
Citation 1

Abstract:

stock-bond extreme correlation, futures, copula, macroeconomic news, stock market uncertainty

Extreme Correlation of Stock and Bond Futures Markets: International Evidence

Financial Review, Vol. 47, Issue 3, pp. 565-587, 2012
Number of pages: 23 Posted: 07 Jul 2012
Chin Man Chui and Jian Yang
Xiamen University - Institute for Financial and Accounting Studies and University of Colorado at Denver - Business School
Downloads 2 (568,238)
Citation 1
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Abstract:

stock–bond extreme correlation, futures, copula, macroeconomic news, stock market uncertainty