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From Black Wednesday to Brexit : macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom

Gottschalk, Sylvia - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2843-2873

Persistent link: https://www.econbiz.de/10014327598

The effect of government bonds on asset prices : an asset markets equilibrium approach

Houston, Joel F.; Protopapadakis, Aris A. - 1989

Persistent link: https://www.econbiz.de/10000780846

The effect of government bonds on asset prices : an asset markets equilibrium approach

Houston, Joel; Protopapadakis, Aris - 1989

Persistent link: https://www.econbiz.de/10000143614

Volatility-induced financial growth

Dempster, Michael A. H.; Evstigneev, Igor V.; … - In: Quantitative fund management, (pp. 67-84). 2009

Persistent link: https://www.econbiz.de/10003796944

The cross-section and time series of stock and bond returns

Koijen, Ralph S. J.; Lustig, Hanno; Nieuwerburgh, Stijn van - 2010

"We propose an arbitrage-free stochastic discount factor (SDF) model that jointly prices the cross-section of returns on portfolios of stocks sorted on book-to-market dimension, the cross-section of government bonds sorted by maturity, the dynamics of bond yields, and time series variation in...

Persistent link: https://www.econbiz.de/10003933912