This paper investigates the dynamic linkages in terms of the first and second moments between stock and bond returns … spillovers mostly run from stocks to bonds and exhibit a time-varying pattern over all three stages of the crisis in most … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other …

interest rate risk management. This article presents valuation of corporate Bonds on Bombay Stock Exchange (BSE) and empirical … test of duration, modified duration and convexity of the corporate bonds at BSE in order to determine sensitivity of bonds … prices on interest rate changes. The sensitivity of corporate Bonds in BSE on interest rate changes is tested and determined …

deviations from no-arbitrage relationships. It is simple, intuitive and can be computed model-free for any bond. A pseudo …