Narrow search
Showing 1 - 10 of 121
Cover Image
The behaviour of the equity yield and its relation with the bond yield : the role of inflation
McMillan, David G. - In: International Journal of Financial Studies : open … 6 (2018) 4, pp. 1-18
Understanding the behaviour of the equity yield and its relation to the bond yield is important for portfolio managers … previously greater than the bond yield-declined, while the bond yield rose and became higher. Research, seeking to understand … this, put forward the view that stock and bond return volatility is key. Evidence from the 2000s suggest that the relative …
Persistent link: https://www.econbiz.de/10011963922
Cover Image
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet; Gupta, Rangan; Wang, Shixuan; Wohar, … - In: The North American journal of economics and finance : a … 52 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Cover Image
Gold, platinum and the predictability of bond risk premia
Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Wohar, Mark E. - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012487757
Cover Image
The conditional influence of term spread and pattern changes on future equity returns
Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied economics 46 (2014) 7/9, pp. 913-923
Persistent link: https://www.econbiz.de/10010399538
Cover Image
The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
Çepni, Oğuzhan; Güney, Ethem; Gupta, Rangan; Wohar, … - In: Journal of financial markets 51 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10013536291
Cover Image
Equity-bond returns correlation and the bond yield : evidence of switching behaviour from the G7 markets
Humpe, Andreas; McMillan, David G. - In: Credit and capital markets : Kredit und Kapital 49 (2016) 3, pp. 415-444
Persistent link: https://www.econbiz.de/10011555125
Cover Image
Equity/bond yield correlation and the FED model : evidence of switching behaviour from the G7 markets
Humpe, Andreas; McMillan, David G. - In: The journal of asset management 19 (2018) 6, pp. 413-428
Persistent link: https://www.econbiz.de/10011958115
Cover Image
Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns
Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied financial economics 22 (2012) 16/18, pp. 1491-1500
Persistent link: https://www.econbiz.de/10009626045
Cover Image
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan; Risse, Marian; Volkman, David A.; Wohar, … - In: The North American journal of economics and finance : a … 47 (2019), pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Cover Image
Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - In: International journal of forecasting 25 (2009) 2, pp. 373-399
Persistent link: https://www.econbiz.de/10003870067