id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-989	Saleem, Kashif	Time Varying Correlations between Stock and Bond returns: Empirical evidence from Russia	2011	14	.pdf	application/pdf	5172	274	50	Bond market returns are proxied by logarithmic returns on JP. Further, to analyze the dynamics of the time varying conditional correlations between the two assets we use the DCC-GARCH (1, 1) model proposed by Engle (2002).	cache/ajfa-989.pdf	txt/ajfa-989.txt