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Flight-to-quality between global stock and bond markets in the COVID era

Papadamou, Stephanos; Fassas, Athanasios P.; … - In: Finance research letters 38 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012490959

Return and volatility spillovers among oil price shocks and international green bond markets

Umar, Zaghum; Hadhri, Sinda; Abakah, Emmanuel Joel Aikins; … - In: Research in international business and finance 69 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10015052397

Direct and spillover portfolio effects of COVID-19

Ding, Haoyuan; Pu, Bo; Ying, Jiezhou - In: Research in international business and finance 65 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014432480

Forecasting financial markets and understanding the role of monetary policy

Willner, Marco - 2010

Persistent link: https://www.econbiz.de/10008990760

What moves option : implied bond market expectations?

Vähämaa, Sami; Watzka, Sebastian; Äijö, Janne - In: The journal of futures markets 25 (2005) 9, pp. 817-843

Persistent link: https://www.econbiz.de/10003105981

US Stock-Bond Correlation : What are the Macroeconomic Drivers?

Shen, Junying; Weisberger, Noah - 2021

US stock-bond correlation, which plays an important role in institutional portfolio construction, has been persistently negative for the last 20y. This negative correlation allows stocks and bonds to serve as a hedge for each other, enabling CIOs to increase stock allocations while still...

Persistent link: https://www.econbiz.de/10013225483

What macroeconomic risks are (not) shared by international investors?

Iwata, Shigeru; Wu, Shu - In: Journal of money, credit and banking : JMCB 37 (2005) 6, pp. 1121-1142

Persistent link: https://www.econbiz.de/10003262823

Bondrenditen und Mindestkapitalanforderungen für Banken

Suhr, Sebastian - 2010 - 1. Auflage

Persistent link: https://www.econbiz.de/10012875447

Bondrenditen und Mindestkapitalanforderungen für Banken

Suhr, Sebastian - 2010

Die regulatorischen Kapitalanforderungen für Banken stellen häufig keine korrekte Erfassung des tatsächlichen ökonomischen Ausfallrisikos von mit Eigenkapitel zu unterlegenden Forderungen dar. Diese Diskrepanz zwischen ökonomischer und regulatorischer Kapitalunterlegung wirft insbesondere...

Persistent link: https://www.econbiz.de/10014424858

The monthly effect in stock returns and conditional heteroscedasticity

Rosenberg, Menahem - In: The American economist : journal of Omnicron Delta … 48 (2004) 2, pp. 67-73

Persistent link: https://www.econbiz.de/10002647004

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