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Volatility transmission between stock and bond markets

. Journal of International Financial Markets, Institutions and Money, 16 (1): 71--86 (February 2006)

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A note on information seasonality and the disappearance of the weekend effect in the UK stock market. Journal of Banking & Finance, 25 (10): 1941--1956 (October 2001)Implied volatility from the term structure: a simple analytical approximation. Economics Letters, 57 (3): 345--352 (Dec 19, 1997)Volatility transmission between stock and bond markets. Journal of International Financial Markets, Institutions and Money, 16 (1): 71--86 (February 2006)