find that, in the first year, the impairments of banks' bond portfolios are much larger than the reductions in their net … interest derivatives have lower impairments in their bond portfolios. In addition, we find that banks' exposures to interest …

no leverage. Yet using unique granular data on the bond holdings of institutional funds, we show that their trading …

. Based on German government bond yieldsfrom September 1972 to May 2019,we construct a rolling window of bond ladders where …

This paper investigates the dynamic linkages in terms of the first and second moments between stock and bond returns … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other …