Evidence is found of fully developed turbulence in the increments of U.S. bond fund flows. These flow increments are …

prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966 … pandemic period. We find that the unit root hypothesis cannot be rejected for stock prices while for bond yields the results … differ depending on the maturity date and the specification of the error term. In general, bond yields appear to be more …

This papers studies the CDS-bond basis, i.e. a measure of price discrepancies between CDS and bonds spreads, for a …, to measures of "bond value uncertainty", which proxy for the increase in "haircuts" and to the "OIS-Tbill" spread, a …. CDS, bond spread, funding liquidity, repurchase agreement, convergence trading, financial crisis …

to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … series. -- Bond markets ; credit default swaps ; credit risk ; financial crisis ; GARCH ; stock markets ; volatility …

contrast to US evidence which points to a more prominent role of excess return news in this respect. The bond market findings …

to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices …

to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … series. -- Bond markets ; credit default swaps ; credit risk ; financial crisis ; GARCH ; stock markets ; volatility …