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Bond vs stock market's Q: Testing for stability across frequencies and over time
16 references·1 citing·33 second hop
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References

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  • 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics1,072 cited
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  • 2006

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Chapter 23 Heterogeneous Agent Models in Economics and Finance
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  • 2019The Yield Curve and the Stock Market: Mind the Long Run24 cited