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Macro-economic determinants of European stock and government bond correlations : a tale of two regions
Perego, Erica R.; Vermeulen, Wessel N. - In: Journal of empirical finance 37 (2016), pp. 214-232
Persistent link: https://www.econbiz.de/10011663033
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The Co-Movement of Sovereign Credit Default Swaps and Bonds, and Stock Markets in Europe
Corzo, M. Teresa - 2012
In this paper we investigate the relationship between sovereign CDSs and Bonds, and Equity markets for 13 European countries during the period 2008-2010. We confirm the leading role incorporating new information of Equity markets during 2008-2009, but we find large evidence supporting that...
Persistent link: https://www.econbiz.de/10013111139
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Forecasting growth and stock performance using government and corporate yield curves : evidence from the European and Asian markets
Saar, Dan; Yagil, Yossi - In: Journal of international financial markets, … 37 (2015), pp. 27-41
Persistent link: https://www.econbiz.de/10011474971
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Time-varying comovement of Chinese stock and government bond markets : flight to safe haven
Lee, Hyunchul; Lee, Kyungtag; Zhang, Xinrong - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 13, pp. 3058-3068
Persistent link: https://www.econbiz.de/10012211076
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The European sovereign debt market : from integration to segmentation
Cipollini, Andrea; Coakley, Jerry; Lee, Hyunchul - In: The European journal of finance 21 (2015) 1/3, pp. 111-128
Persistent link: https://www.econbiz.de/10010519971
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Asymmetric correlation of sovereign bond yield dynamics in the Eurozone
Dajcman, Silvo - In: Panoeconomicus 60 (2013) 6, pp. 775-789
Persistent link: https://www.econbiz.de/10010341632
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Comovement and disintegration of EU sovereign bond markets during the crisis
Vácha, Lukáš; Šmolík, Filip; Baxa, Jaromír - In: International review of economics & finance : IREF 64 (2019), pp. 541-556
Persistent link: https://www.econbiz.de/10012372853
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Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil
Babalos, Vassilios; Stavroyiannis, Stavros - In: Research in international business and finance 42 (2017), pp. 1021-1029
Persistent link: https://www.econbiz.de/10011760639
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High- and low-frequency correlations in European government bond spreads and their macroeconomic drivers
Boffelli, Simona; Skintzi, Vasiliki D.; Urga, Giovanni - In: Journal of financial econometrics : official journal of … 15 (2017) 1, pp. 62-105
Persistent link: https://www.econbiz.de/10011658739
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Sovereign bond and CDS market contagion : a story from the Eurozone crisis
Bampinas, Georgios; Panagiōtidēs, Theodōros; … - In: Journal of international money and finance 137 (2023), pp. 1-33
Persistent link: https://www.econbiz.de/10014478141