Similar Search Results - EconBiz

Global monetary and financial spillovers : evidence from a new measure of bundesbank policy shocks

Taylor, Alan M.; Cloyne, James S.; Hürtgen, Patrick - 2022

Persistent link: https://www.econbiz.de/10013407524

Risk and policy uncertainty on stock-bond return correlations : evidence from the US markets

Chiang, Thomas C. - In: Risks : open access journal 8 (2020) 2/58, pp. 1-16

This paper investigates dynamic correlations of stock-bond returns for different stock indices and bond maturities. Evidence in the US shows that stock-bond relations are time-varying and display a negative trend. The stock-bond correlations are negatively correlated with implied volatilities in...

Persistent link: https://www.econbiz.de/10012292914

Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy

Nitschka, Thomas - In: Journal of international money and finance 83 (2018), pp. 44-54

Persistent link: https://www.econbiz.de/10012000302

Influence of unconventional monetary policy on agricultural commodities futures : network connectedness and dynamic spillovers of returns and volatility

Umar, Zaghum; Sayed, Ayesha; Gubareva, Mariya; Xuan Vinh Vo - In: Applied economics 55 (2023) 22, pp. 2521-2535

Persistent link: https://www.econbiz.de/10014294972

Measuring the impact of monetary policy attention on global asset volatility using search data

Wohlfarth, Paul - In: Economics letters 173 (2018), pp. 15-18

Persistent link: https://www.econbiz.de/10012022864

Measuring the impact of monetary policy attention on global asset volatility using search data

Wohlfarth, Paul - 2018

Persistent link: https://www.econbiz.de/10011903650

Essays in international macroeconomics

Scholl, Almuth - 2006

Persistent link: https://www.econbiz.de/10003315521

Does uncertainty promote exchange rate volatility? : global evidence

Aftab, Muhammad; Naeem, Maham; Ṭāhir, Muḥammad; … - In: Studies in economics and finance 41 (2024) 1, pp. 177-191

Persistent link: https://www.econbiz.de/10014467196

The transmission of US economic policy uncertainty shocks to Asian and global financial markets

Kido, Yosuke - In: The North American journal of economics and finance : a … 46 (2018), pp. 222-231

Persistent link: https://www.econbiz.de/10012036619

Facts and fantasies about gold

Klement, Joachim - In: Journal of risk & control 1 (2014) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10010509214

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