corporate bond and stock markets. Using a comprehensive bond dataset, we observe a significant momentum effect in corporate bond … returns and bond credit spread changes. The momentum effect in bond total returns, however, is confined to low-grade bonds and … bond credit spread, not the total return, is a more appropriate proxy to examine the response of bond prices to new …

severity of funding frictions, or illiquidity, from deviations of government bond yields from a fitted yield curve. Using these …

and return expectations, this paper explores portfolio reallocations among equity, bond, and money market mutual funds. As … strongly correlated with recent stock and bond market returns and stock and bond market uncertainty as measured by implied … volatilities. Stock market returns primarily stimulate exchanges between equity and money market funds with little impact on bond …

and return expectations, this paper explores portfolio reallocations among equity, bond, and money market mutual funds. As … strongly correlated with recent stock and bond market returns and stock and bond market uncertainty as measured by implied … volatilities. Stock market returns primarily stimulate exchanges between equity and money market funds with little impact on bond …

Growing acceptance of passive bond exchange traded funds (ETFs) and actively managed bond mutual funds has exposed the … analysis of actively managed bond funds and passive bond ETFs in the context of multiple criteria. The research of risk …-adjusted performance of a sampled group of bond funds and ETFs using the TOPSIS multi-criteria decision-making method revealed that …

We examine the risk minimization utility of Islamic stock and Sukuk (bond) indices by studying their linkages against …

The purpose of this paper is to study the compensation for in ation risks priced in sovereign bond yields. And we do so … expected and unexpected in ation shocks embedded in sovereign bond yields; and provides estimates of the real risk-free rate …. We show that nominal sovereign bond yields for Germany, France, Japan and the United States, reflect, over the more …