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Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis : a dynamic copula approach
Bekiros, Stelios; Hammoudeh, Shawkat; Jammazi, Rania; … - In: Applied economics 50 (2018) 47, pp. 5031-5049
Persistent link: https://www.econbiz.de/10012061678
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Do investors in Green Bond market pay a premium? : global evidence
Nanayakkara, Madurika; Colombage, Sisira - In: Applied economics 51 (2019) 40, pp. 4425-4437
Persistent link: https://www.econbiz.de/10012197026
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Investigating the determinants of domestic bonds : the role of socio-economic and institutional factors
Khalid, Ahmed M.; Rajaguru, G. - In: Applied economics 50 (2018) 1, pp. 35-50
Persistent link: https://www.econbiz.de/10011845907
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Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? : evidence from transfer entropy
Tiwari, Aviral Kumar; Jena, Sangram Keshari; Abakah, … - In: Applied economics 56 (2024) 2, pp. 186-201
Persistent link: https://www.econbiz.de/10014439885
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Term structure estimation with liquidity-adjusted Affine Nelson Siegel model : a nonlinear state space approach applied to the Indian bond market
Kumar, Sudarshan; Virmani, Vineet - In: Applied economics 54 (2022) 6, pp. 648-669
Persistent link: https://www.econbiz.de/10012874236
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Merton model's prediction and empirical evidence on bond and equity prices reaction to new bond issues
Chen, Fan - In: Applied economics 54 (2022) 9, pp. 974-995
Persistent link: https://www.econbiz.de/10012874920
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Market reaction to macroeconomic anouncements : green vs conventional bonds
Contractor, Danny; Balli, Faruk; Hoxha, Indrit - In: Applied economics 55 (2023) 15, pp. 1637-1662
Persistent link: https://www.econbiz.de/10013554962
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Asymmetric correlations in gold and other financial markets
Miyazaki, T.; Hamori, Shigeyuki - In: Applied economics 48 (2016) 46/48, pp. 4419-4425
Persistent link: https://www.econbiz.de/10011640106
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Dependence structure between nominal and index-linked bond returns : a bivariate copula and DCC-GARCH approach
Benlagha, Noureddine - In: Applied economics 46 (2014) 31/33, pp. 3849-3860
Persistent link: https://www.econbiz.de/10010419885
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A nonparametric method for term structure fitting with automatic smoothing
Kaushanskiy, Vadim; Lapshin, Victor - In: Applied economics 48 (2016) 58/60, pp. 5654-5666
Persistent link: https://www.econbiz.de/10011772026