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The Danish Stock and Bond Markets: Comovement, Return Predictability and Variance Decomposition

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Translated title of the contributionThe Danish Stock and Bond Markets: Comovement, Return Predictability and Variance Decomposition
Original languageEnglish
JournalJournal of Empirical Finance
Volume8
Issue3
Pages (from-to)243-271
Number of pages29
ISSN0927-5398
Publication statusPublished - 2001

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