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Why does the correlation between stock and bond returns vary over time?
Andersson, Magnus - In: Applied financial economics 18 (2008) 1/3, pp. 139-151
Persistent link: https://www.econbiz.de/10003739018
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Structural breaks and the Fisher hypothesis in bond and stock markets
Bae, Sung-chul; Yi, Taihyeup David - In: Applied financial economics 19 (2009) 22/24, pp. 1961-1973
We attempt to resolve the empirical puzzle in the Fisher effect that nominal stock returns are negatively related to expected inflation. We postulate that this negative relation is caused by simultaneous changes in expected inflation, ex ante real interest rates on bonds and ex ante real returns...
Persistent link: https://www.econbiz.de/10003921108
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Measuring bond market liquidity : devising a composite aggregate liquidity score
Choudhry, Moorad - In: Applied financial economics 20 (2010) 10/12, pp. 955-973
Persistent link: https://www.econbiz.de/10009009799
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Short horizon liquidity and trading activity in the US Treasury market : do inventory holding costs matter?
Khang, Kenneth; King, Tao-Hsien Dolly - In: Applied financial economics 20 (2010) 13/15, pp. 1085-1098
Persistent link: https://www.econbiz.de/10009010303
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The predictability of excess returns in the emerging bond markets
Gau, Yin-feng; Liao, Wen-ju - In: Applied financial economics 22 (2012) 16/18, pp. 1429-1451
Persistent link: https://www.econbiz.de/10009626061
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Credit risk-free sovereign bonds under Solvency II : a cointegration analysis with consistently estimated structural breaks
Ludwig, Alexander - In: Applied financial economics 24 (2014) 10/12, pp. 811-823
Persistent link: https://www.econbiz.de/10010402551
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Conditional conservatism and underpricing in US corporate bond market
Liu, M.; Magnan, Michel - In: Applied financial economics 24 (2014) 19/21, pp. 1323-1334
Persistent link: https://www.econbiz.de/10010460159
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Causality-in-variance and causality-in-mean among European government bond markets
Li, Guangzhong; Refalo, James F.; Wu, Lifan - In: Applied financial economics 18 (2008) 18/21, pp. 1709-1720
Persistent link: https://www.econbiz.de/10003800241
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Manipulation of the Bund futures market
Järvinen, Sami; Käppi, Jari - In: Applied financial economics 14 (2004) 11, pp. 799-808
Persistent link: https://www.econbiz.de/10002121598
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Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala Gangadhar; D'Ouville, Edmond L.; … - In: Applied financial economics 16 (2006) 5, pp. 377-384
Persistent link: https://www.econbiz.de/10003289274