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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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2
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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3
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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4
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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5
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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6
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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7
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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8
Dynamic interdependence of sovereign credit default swaps in BRICS and MIST countries
DeBoyrie, Maria Eugenia
;
Pavlova, Ivelina
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 563-575
Persistent link: https://www.econbiz.de/10011412954
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9
Does local and Euro area sentiment matter for sovereign debt markets? : evidence from a bailout country
Fernandes, Carla Manuela da Assunção
;
Gonçalves, …
- In:
Applied economics
48
(
2016
)
7/9
,
pp. 816-834
Persistent link: https://www.econbiz.de/10011414055
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10
The price of the euro : evidence from sovereign debt markets
Mäkelä, Erik
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4510-4525
Persistent link: https://www.econbiz.de/10011640127
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