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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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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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Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco - In: Applied financial economics 21 (2011) 7/9, pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
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Market vs. analysts reaction : the effect of aggregate and firm-specific news
Bagella, Michele; Becchetti, Leonardo; Ciciretti, Rocco - In: Applied financial economics 17 (2007) 4/6, pp. 299-312
Persistent link: https://www.econbiz.de/10003446011
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Temporal information gaps and market efficiency : a dynamic behavioural analysis
Witte, Björn-Christopher - In: Applied financial economics 20 (2010) 13/15, pp. 1057-1070
Persistent link: https://www.econbiz.de/10009010306
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Analyst herding and investor protection : a cross-country study
Kerl, Alexander Gabriel; Pauls, T. - In: Applied financial economics 24 (2014) 7/9, pp. 533-542
Persistent link: https://www.econbiz.de/10010402760
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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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What drives international equity and bond holdings? : an empirical study
Moor, Lieven de; Vanpée, Rosanne - In: Applied financial economics 23 (2013) 13/15, pp. 1067-1082
Persistent link: https://www.econbiz.de/10010204807
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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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Achieving superior performance with the Morningsstar's Tortoise and Hare portfolios
Kenny, Peppi M.; Johnson, Don T.; Kunkel, Robert A. - In: Applied financial economics 23 (2013) 22/24, pp. 1865-1870
Persistent link: https://www.econbiz.de/10010337246