Purpose - The authors explore the relationship between the exchange rate, bond yield and the stock market as well as … the exchange rate, the 10-year bond yield and stock market, for the COVID-19 period, evidence of cointegration is present …/value - To the best of the authors' knowledge, this is the first time that the relationship between the exchange rate, bond yield …

between the stock's earnings and bond yields. The novelty of our econometric methodology consists in using a vector error … that the stock's earnings yield followed the bond yield in both the short- and long-run, but not the other way around …

data from 26 countries, the yield spread between 30-year and 10-year government bond yields is negatively related to the … destabilizing impact on bond markets that reverses once rules are changed …

We reaffirm the stylized fact that bond risk premia are time-varying with macroeconomic condition, even with real … insignificant, we find that, with four efficient target-driven methods, they still contain enough information to predict bond … pricing theory, the predicted bond returns are countercyclical …

developed countries (USA, UK, Japan, Germany and Canada). First, we analyze whether shocks and or volatility emanating from two …