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isPartOf:"Journal of economic dynamics & control"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Bond market"
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Search: subject_exact:"Kendall's tau"
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Bond market
Correlation
88
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Estimation
30
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Asgharian, Hossein
1
Audrino, Francesco
1
Baxa, Jaromír
1
Cao, N.
1
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1
Chen, Yu-Fen
1
Christiansen, Charlotte
1
Corsi, Fulvio
1
Engle, Robert F.
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Tsukuda, Yoshihiko
1
Vácha, Lukáš
1
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Journal of economic dynamics & control
International review of economics & finance : IREF
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
6
Applied economics letters
3
Journal of international financial markets, institutions & money
3
Research in international business and finance
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Journal of Asian economics
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of fixed income
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Asian economic journal : journal of the East Asian Economic Association
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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ECONIS (ZBW)
9
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1
Time-varying comovement of stock and treasury bond markets in Europe : a quantile regression approach
Lee, Hyunchul
- In:
International review of economics & finance : IREF
75
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012692434
Saved in:
2
Comovement and disintegration of EU sovereign bond markets during the crisis
Vácha, Lukáš
;
Šmolík, Filip
;
Baxa, Jaromír
- In:
International review of economics & finance : IREF
64
(
2019
),
pp. 541-556
Persistent link: https://www.econbiz.de/10012372853
Saved in:
3
Stock and bond return relations and stock market uncertainty : evidence from wavelet analysis
Lin, Fu-Lai
;
Yang, Sheng-Yung
;
Marsh, Terry Alan
;
Chen, …
- In:
International review of economics & finance : IREF
55
(
2018
),
pp. 285-294
Persistent link: https://www.econbiz.de/10012033480
Saved in:
4
The role of investor sentiment in the long-term correlation between U.S. stock and bond markets
Fang, Libing
;
Yu, Honghai
;
Huang, Yingbo
- In:
International review of economics & finance : IREF
58
(
2018
),
pp. 127-139
Persistent link: https://www.econbiz.de/10012034198
Saved in:
5
Firm-specific stock and bond predictability : new evidence from Canada
Cao, N.
;
Galvani, V.
;
Gubellini, S.
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 174-192
Persistent link: https://www.econbiz.de/10011754149
Saved in:
6
Bond market integration in East Asia : multivariate GARCH with dynamic conditional correlations approach
Tsukuda, Yoshihiko
;
Shimada, Junji
;
Miyakoshi, Tatsuyoshi
- In:
International review of economics & finance : IREF
51
(
2017
),
pp. 193-213
Persistent link: https://www.econbiz.de/10011754150
Saved in:
7
Macro-finance determinants of the long-run stock-bond correlation : the DCC-MIDAS specification
Asgharian, Hossein
;
Christiansen, Charlotte
;
Hou, Ai Jun
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 617-642
Persistent link: https://www.econbiz.de/10011623696
Saved in:
8
Realized covariance tick-by-tick in presence of rounded time stamps and general microstructure effects
Corsi, Fulvio
;
Audrino, Francesco
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009671897
Saved in:
9
Asymmetric dynamics in the correlations of global equity and bond returns
Cappiello, Lorenzo
;
Engle, Robert F.
;
Sheppard, Kevin
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 537-572
Persistent link: https://www.econbiz.de/10003565737
Saved in:
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