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The impact of the US yield curve on sub-Saharan African equities

Bossman, Ahmed; Umar, Zaghum; Agyei, Samuel Kwaku; … - In: Finance research letters 53 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014472430

Contagion among Central and Eastern European stock markets during the financial crisis

Baruník, Jozef; Vácha, Lukáš - In: Finance a úvěr 63 (2013) 5, pp. 443-453

Persistent link: https://www.econbiz.de/10010244833

Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?

Ngo Thai Hung - In: Acta oeconomica : periodical of the Hungarian Academy … 70 (2020) 3, pp. 449-468

Persistent link: https://www.econbiz.de/10012438044

Volatility spillover between Germany, France, and CEE stock markets

Chirilă, Viorica; Chirilă, Ciprian - In: Journal of business economics and management 23 (2022) 6, pp. 1280-1298

The CEE stock markets are more and more integrated in the European financial markets. The growth of the integration of financial markets favours the volatility and return spillover between them. The current study analyses the volatility spillover among the stock markets in the countries from...

Persistent link: https://www.econbiz.de/10013500945

The fear premium and daily comovements of the S&P E/P ratio and treasury yields before and during the 2008 financial crisis

Faugère, Christophe (contributor) - 2013

Persistent link: https://www.econbiz.de/10010189580

Movements in Yields, not the Equity Premium : Bernanke-Kuttner Redux

Nagel, Stefan; Xu, Zhengyang - National Bureau of Economic Research - 2024

counterfactual stock market index price change that results purely from the change in the default-free yield curve induced by the … monetary policy surprise. The yield curve change in turn partly reflects a change in expected future short-term interest rates …/odd week FOMC cycle in stock index returns is also largely due to an FOMC cycle in the yield curve rather than the equity …

Persistent link: https://www.econbiz.de/10015056210