this, put forward the view that stock and bond return volatility is key. Evidence from the 2000s suggest that the relative … that the relative equity and bond yield values are, to a large extent, driven by inflation volatility. High inflation … volatility persisted during the first half of the twentieth century when the equity yield was higher. This was followed by more …

reaction has increased during the recent financial crisis. News volatility has a significant impact on yield spread volatility …

reaction has increased during the recent financial crisis. News volatility has a significant impact on yield spread volatility …

Using high-frequency data from the MTS trading platform, we examine return and volatility spillover effects across … securities of core countries are the largest net volatility transmitters whereas the shorter-term benchmarks of periphery … countries are the leading net receivers of volatility shocks. Moreover, the short-end and the long-end of the yield curve in …