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A signal of imperfect portfolio capital adjustment from the domestic and foreign Colombian debt
Arango Thomas, Luis Eduardo; Betancourt, Yanneth R. - In: Applied financial economics 15 (2005) 9, pp. 587-597
Persistent link: https://www.econbiz.de/10002953389
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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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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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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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Applying the Inclan-Tsiao break-point algorithm in the search for the flight-to-safety phenomenon
Smith, Kenneth L.; Brocato, Joe - In: Applied financial economics 20 (2010) 4/6, pp. 371-380
The focus of this article is to examine the recent historical record of the US equity and government bond markets in an … method allows us to identify the dates where the equity index is negative coupled with positive government bond movements …
Persistent link: https://www.econbiz.de/10003963193
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Sovereign risk and its changing effects on bond duration during financial crisis
Lee, Hei Wei; Xie, Yan Alice; Yau, Jot - In: Applied financial economics 24 (2014) 22/24, pp. 1465-1477
Persistent link: https://www.econbiz.de/10010460096
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Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds : implications for the true after-tax spot rate
Daves, Phillip R.; Ehrhardt, Michael C. - In: Applied financial economics 21 (2011) 10/12, pp. 695-705
Persistent link: https://www.econbiz.de/10009231606
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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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Third country news in the monetary model of the exchange rate
Jackson, John D.; Thompson, Henry; Zheng, Juliet - In: Applied financial economics 15 (2005) 11, pp. 757-764
Persistent link: https://www.econbiz.de/10003016838
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The dynamics of bond yields and the stock index, with an application to the UK stock and bond market
Jakobsen, Jan Bo; Sørensen, Carsten - In: Applied financial economics 13 (2003) 5, pp. 387-399
Persistent link: https://www.econbiz.de/10001760630