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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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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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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
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Nonfundamentals and value returns
Chiang, Kevin C. H.; Kozhevnikov, Kirill; Wisen, Craig H. - In: Applied financial economics 17 (2007) 13/15, pp. 1075-1083
Persistent link: https://www.econbiz.de/10003590475
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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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Volatility in EMU sovereign bond yields : permanent and transitory components
Sosvilla-Rivero, Simón; Morales Zumaquero, Amalia - In: Applied financial economics 22 (2012) 16/18, pp. 1453-1464
Persistent link: https://www.econbiz.de/10009626055
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Dynamic correlation analysis of US financial crisis and contagion : evidence from four OECD countries
Min, Hong-ghi; Hwang, Young-soon - In: Applied financial economics 22 (2012) 22/24, pp. 2063-2074
Persistent link: https://www.econbiz.de/10009719300
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The weekend effect, the stock exchange account and the Financial Times Industrial Ordinary Shares Index : 1987 - 1994
Coutts, J. Andrew; Hayes, Peter A. - In: Applied financial economics 9 (1999) 1, pp. 67-71
Persistent link: https://www.econbiz.de/10001363839
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Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo; Dionísio, Andreia - In: Applied financial economics 24 (2014) 4/6, pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
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Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben; Ajmi, Ahdi Noomen; Gupta, Rangan - In: Applied financial economics 24 (2014) 13/15, pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355