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1
Do stocks outperform treasury bills in international markets?
Fang, Jiali
;
Marshall, Ben R.
;
Nguyen, Nhut
; …
- In:
Finance research letters
40
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012819424
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2
Time-varying price discovery in sovereign credit markets
Guidolin, Massimo
;
Pedio, Manuela
;
Tosi, Alessandra
- In:
Finance research letters
38
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012485013
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3
Cross-financial-market correlations and quantitative easing
Kryzanowski, Lawrence
;
Zhang, Jie
;
Zhong, Rui
- In:
Finance research letters
20
(
2017
),
pp. 13-21
Persistent link: https://www.econbiz.de/10011806731
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4
Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond
Banerjee, Ameet Kumar
;
Pradhan, H. K.
- In:
Finance research letters
45
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014575498
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5
Do IPOs outperform treasury bills?
Huang, Gow-Cheng
;
Liano, Kartono
;
Pan, Ming-Shiun
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013457670
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6
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
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7
Quantile-on-quantile connectedness measures : evidence from the US treasury yield curve
Gabauer, David
;
Stenfors, Alexis
- In:
Finance research letters
60
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014490228
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8
Can municipal bonds hedge US state-level climate risks?
Polat, Onur
;
Gupta, Rangan
;
Cepni, Oguzhan
;
Ji, Qiang
- In:
Finance research letters
67
(
2024
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10015062613
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9
Global dynamics of bond co-movements : insights from the response to the US bond yields using wavelet methods
Choi, Youngran
;
Gladson, Eben Josecliff
;
Adhikari, Hari
- In:
Finance research letters
69
(
2024
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10015079735
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10
How do stock prices respond to fundamental shocks?
Binswanger, Mathias
- In:
Finance research letters
1
(
2004
)
2
,
pp. 90-99
Persistent link: https://www.econbiz.de/10003307256
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