. Notably, a predominantly negative correlation with bond yields and inflation becomes positive, while the opposite is true for …The nature of the relation between stock returns and the three monetary variables of interest rates (bond yields … shifting the pattern of behaviour. We show a change in the correlation between each of the three variables with stock returns …

range-based covariance estimator that is motivated by financial economic considerations (the absence of arbitrage), in …

assessment of the dynamic correlation analysis of financial contagion with evidence from (5) African countries (South African … conditional correlation multivariate GARCH model to ascertain the contagious effect of the US to the selected African markets. By … analyzing the correlation coefficient series, three phases of the crisis periods were identified {pre-crisis (2004-2007); crisis …

commodities. The results also shows that green bonds are strongly connected with treasury bonds, aggregate bonds and bond index … economic downturn. Specifically, we examine quantile-based time-varying connectedness between the green bond market and other ….S. Treasury Bond Index, S&P US Aggregate Bond Index, S&P US Treasury Bond Current 10Y Index, S&P 500 Bond Index, S&P 500 …

. For the flow of international bond and note issuance it has even slightly overtaken the US dollar in the second half of … 1999. The data also suggest that this early supply of euro bonds by non-euro area residents, clearly exceeding the euro …

critical shifts are usually associated with generic empirical phenomena such as strengthening correlations between entities …

to the changes in spreads of Greek bonds during the crisis. We support our argument by presenting results from text … imagined futures have explanatory power in models estimating spread development of Greek vs. German sovereign bonds. We suggest …