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Collateral haircuts and bond yields in the European government bond markets
Nguyen Minh - In: International review of financial analysis 69 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012317363
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Go green or stay black : bond market dynamics in Asia
Uddin, Mohammed Gazi Salah; Jayasekera, Ranadeva; Park, … - In: International review of financial analysis 81 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013411181
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Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets
Zhao, Mingguo; Park, Hail - In: International review of financial analysis 93 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014543461
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Unskilled fund managers : replicating active fund performance with few ETFs
Moraes, Fernando Tassinari; Cavalcante Júnior, Elias; … - In: International review of financial analysis 78 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10013253524
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Understanding crypto-asset exposure : an investigation of its impact on performance and stock sensitivity among listed companies
Mercik, Aleksander; Słoński, Tomasz; Karaś, Marta - In: International review of financial analysis 92 (2024), pp. 1-30
Persistent link: https://www.econbiz.de/10014492376
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Non-standard errors in the cryptocurrency world
Fieberg, Christian; Günther, Steffen; Poddig, Thorsten; … - In: International review of financial analysis 92 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014492424
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Regime switches between dividend and bond yields
Migiakis, Petros M.; Bekiris, Fivos V. - In: International review of financial analysis 18 (2009) 4, pp. 198-204
The relation between bond and equity returns serves as a proxy for estimating the premia investors' demand on their equity portfolio holdings and assessing the substitution effects between the two markets. With this in mind, we examine empirically the co-movements and the underlying information...
Persistent link: https://www.econbiz.de/10003921096
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The valuation of catastrophe bonds with exposure to currency exchange risk
Lai, Van Son; Parcollet, Mathieu; Lamond, Bernard F. - In: International review of financial analysis 33 (2014), pp. 243-252
Persistent link: https://www.econbiz.de/10010520456
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The effects of quantitative easing on the volatility of the gilt-edged market
Steeley, James M.; Matyushkin, Alexander - In: International review of financial analysis 37 (2015), pp. 113-128
Persistent link: https://www.econbiz.de/10011317236
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Common factors, principal components analysis, and the term structure of interest rates
Juneja, Januj - In: International review of financial analysis 24 (2012), pp. 48-56
Persistent link: https://www.econbiz.de/10009688180