Reference health
Dynamic stock–bond return correlations and financial market uncertainty
55/55 checkable references clean · checked 2026-08-09
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
11 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 55 checked references that resolve
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Flights and contagion—An empirical analysis of stock–bond correlations
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What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns
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Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
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Modeling equity market integration using smooth transition analysis: A study of Eastern European stock markets
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Dynamic correlation analysis of financial contagion: Evidence from Asian markets
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Empirical analysis of dynamic correlations of stock returns: evidence from Chinese A-share and B-share markets
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Forecasting time-varying covariance with a range-based dynamic conditional correlation model
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International stock–bond correlations in a simple affine asset pricing model
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Inflation and Earnings Uncertainty and Volatility Forecasts: A Structural Form Approach
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Modeling the Conditional Covariance Between Stock and Bond Returns: A Multivariate GARCH Approach
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Uncovering a positive risk-return relation: the role of implied volatility index
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Firm-specific information and the correlation between individual stocks and bonds
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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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Time-varying market integration and stock and bond return concordance in emerging markets
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Copula-GARCH versus dynamic conditional correlation: an empirical study on VaR and ES forecasting accuracy
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no DOI — not checkedAbbott J (2000) Taking a closer look at the IBES equity valuation model. I/B/E/S Innovator
no DOI — not checkedBaba Y, Engle RF, Kraft DF and Kroner KF (1991) Multivariate simultaneous generalized ARCH, manuscript, Department of Economics, UCSD
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no DOI — not checkedFavero C (2009) Uncertainty and the tale of two depressions: Let Eichengreen and O’Rourke meet Bloom. (VOX, http://www.voxeu.org/index.php?q=node/4225 , March 20, 2010
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