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Price connectedness between green bond and financial markets
Reboredo, Juan Carlos; Ugolini, Andrea - In: Economic modelling 88 (2020), pp. 25-38
Persistent link: https://www.econbiz.de/10012416836
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The existence of flight-to-quality under extreme conditions : evidence from a nonlinear perspective in Chinese stocks and bonds' sectors
Deng, Chao; Su, Xiaojian; Wang, Gangjin; Peng, Cheng - In: Economic modelling 113 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013349183
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Yield spread determinants of sukuk and conventional bonds
Saeed, Momna; Elnahass, Marwa; Izzeldin, Marwan; … - In: Economic modelling 105 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013367188
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Impact of the Asset Purchase Programme on euro area government bond yields using market news
De Santis, Roberto A. - In: Economic modelling 86 (2020), pp. 192-209
Persistent link: https://www.econbiz.de/10012415629
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Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo; Guerrero, David E.; McAleer, … - In: Economic modelling 52 (2016), pp. 913-925
Persistent link: https://www.econbiz.de/10011643102
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A new test for fiscal sustainability with endogenous sovereign bond yields : evidence for EU economies
Mackiewicz-Łyziak, Joanna; Łyziak, Tomasz - In: Economic modelling 82 (2019), pp. 136-151
Persistent link: https://www.econbiz.de/10012202846
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Explaining long-term bond yields synchronization dynamics in Europe
Crespo Cuaresma, Jesús; Fernandez, Oscar - In: Economic modelling 133 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014548145
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A methodology for constructing a financial systemic stress index : an application to Greece
Louzis, Dimitrios P.; Vouldis, Angelos T. - In: Economic modelling 29 (2012) 4, pp. 1228-1241
Persistent link: https://www.econbiz.de/10009667397
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On the standard achievement and well-being indexes and their relation to the Hicks-Moorsteen productivity index
Briec, Walter; Dumas, Audrey; Stenger, Agathe - In: Economic modelling 35 (2013), pp. 900-909
Persistent link: https://www.econbiz.de/10010338267
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Cross-market index with Factor-DCC
Aboura, Sofiane; Chevallier, Julien - In: Economic modelling 40 (2014), pp. 158-166
Persistent link: https://www.econbiz.de/10010425706