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Correlations across Asia-Pacific bond markets and the impact of capital flow management measures

Pornpinun Chantapacdepong; Shim, Ilhyock - In: Pacific-Basin finance journal 34 (2015), pp. 71-101

Persistent link: https://www.econbiz.de/10011535298

Does the impact of credit rating downgrade on bond returns vary by region : empirical evidence from China

Shan, Junhui; Liu, Guanhua; Zhang, Lin - In: Finance research letters 70 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015195164

Interactions between stock, bond and housing markets

Dieci, Roberto; Schmitt, Noemi; Westerhoff, Frank H. - 2018

We develop a model in which investors can participate in stock, bond and housing markets. Investors' market entry …-value relations between dividends, rents and the bond rate. Amongst other things, we show that endogenous stock and housing market …

Persistent link: https://www.econbiz.de/10011772946

Interactions between stock, bond and housing markets

Dieci, Roberto; Schmitt, Noemi; Westerhoff, Frank H. - In: Journal of economic dynamics & control 91 (2018), pp. 43-70

Persistent link: https://www.econbiz.de/10011974131

Bond markets, stock markets, banks and growth : a system GMM analysis

Fanta, Ashenafi Beyene - In: Global business & economics review 19 (2017) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10011665593

Systematic default and return predictability in the stock and bond markets

Bao, Jack; Hou, Kewei; Zhang, Shaojun - In: Journal of financial economics 149 (2023) 3, pp. 349-377

Persistent link: https://www.econbiz.de/10014419606

Monetary policy, bond returns and debt dynamics

Berndt, Antje; Yeltekin, Şevin - In: Journal of monetary economics 73 (2015), pp. 119-136

Persistent link: https://www.econbiz.de/10011381760

Bond return predictability : economic value and links to the macroeconomy

Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540

Persistent link: https://www.econbiz.de/10012000665

The sources of momentum in international government bond returns

Zaremba, Adam; Kambouris, George - In: Applied economics 51 (2019) 8, pp. 848-857

Persistent link: https://www.econbiz.de/10012196480

Monetary policy and risk-taking : evidence from Thai corporate bond markets

Warinthip Worasak; Nuwat Nookhwun; Pongpitch Amatyakul - 2022

Persistent link: https://www.econbiz.de/10013431587