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References

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1996Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements196 cited

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2014Dynamic stock–bond return correlations and financial market uncertainty79 cited
2006International stock–bond correlations in a simple affine asset pricing model

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77 cited

2013Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries73 cited

2014Bayesian forecasting and portfolio decisions using dynamic dependent sparse factor models69 cited

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2017Financial integration between sukuk and bond indices of emerging markets: Insights from wavelet coherence and multivariate-GARCH analysis62 cited