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Momentum in stock market returns : implications for risk premia on foreign currencies
Nitschka, Thomas - 2010
Persistent link: https://www.econbiz.de/10008668314
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International asset prices : empirical evidence
Morales-Arias, Leonardo - 2009
Persistent link: https://www.econbiz.de/10003869496
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Stock markets and real-time macroeconomic data
Hartmann, Daniel - 2007
Persistent link: https://www.econbiz.de/10003516924
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Correlation regimes in international equity and bond returns
Aslanidis, Nektarios; Martinez, Oscar - In: Economic modelling 97 (2021), pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
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An Investigation of the nonlinear and asymmetric spillover effects of U.S. economic policy uncertainty on bond return vlatility of emerging markets
Xue, Wenjun; Wang, Feifei - In: Emerging markets, finance and trade : EMFT 59 (2023) 11, pp. 3487-3515
Persistent link: https://www.econbiz.de/10014384427
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Bond intraday momentum
Zhang, Wei; Wang, Pengfei; Li, Yi - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012815421
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Examining US monetary spillover to Indonesian local currency government bonds in volatile periods
Nugraha, Muhammad Fajar - 2023
This study analyzes the magnitude of the US monetary policy spillover on the Indonesian local currency government bond yield, particularly when the Federal Reserve (Fed) implemented the quantitative easing (QE), tapering off, Fed fund rate (FFR) normalization, and quantitative tightening over...
Persistent link: https://www.econbiz.de/10014289870
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Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis : AGARCH-M approach
Mouna, Aloui; Anis, Jarboui - In: Cogent economics & finance 4 (2016) 1, pp. 1-16
-variate GARCH-in-mean model and volatility spillovers. The empirical results show the significant effects (positive and negative …, respectively) of the stock market returns, interest rate, and exchange rate volatility of the financial sector during the crisis …. Besides, we find, in most cases, significant (positive and negative, respectively) volatility spillovers from market return …
Persistent link: https://www.econbiz.de/10011450341
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Geopolitical risks and movements in Islamic bond and equity markets : a note
Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Defence and peace economics 30 (2019) 3, pp. 367-379
Persistent link: https://www.econbiz.de/10012200540
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The impact of global financial distress and uncertainties toward sukuk return dynamics in global market, GCC and non-GCC
Andani, Meri; Prasetyo, Muhammad Budi - In: Emerging issues in economics of development, business …, (pp. 361-377). 2020
Persistent link: https://www.econbiz.de/10012419551