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Bond market response to the collapse of prominent investment banks
Li, Si; Madura, Jeff; Richie, Nivine - In: The financial review : the official publication of the … 48 (2013) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10010197661
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Distress risk premia in expected stock and bond returns
Zhang, Andrew Jianzhong - In: Journal of banking & finance 36 (2012) 1, pp. 225-238
Persistent link: https://www.econbiz.de/10009411138
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Does the corporate bond market overvalue bonds of sin companies?
Fabozzi, Frank J.; Lamba, Asjeet S.; Nishikawa, Takeshi; … - In: Finance research letters 28 (2019), pp. 165-170
Persistent link: https://www.econbiz.de/10012388298
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Bond and stock market response to unexpected dividend changes
Tsai, Hui-Ju; Wu, Yangru - In: Journal of empirical finance 30 (2015), pp. 1-15
Persistent link: https://www.econbiz.de/10011489208
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Asset pricing and impact investing with pro-environmental preferences
Zerbib, Olivier David - 2020
Persistent link: https://www.econbiz.de/10012312117
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Bond market event study methods
Ederington, Louis H.; Guan, Wei; Yang, Zongfei - In: Journal of banking & finance 58 (2015), pp. 281-293
Persistent link: https://www.econbiz.de/10011544008
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Financial crises and the dynamic linkages between stock and bond returns
Eraslan, Sercan; Ali, Faek Menla - 2017
This paper investigates the dynamic linkages in terms of the first and second moments between stock and bond returns … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other …
Persistent link: https://www.econbiz.de/10011663407
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Are Islamic and conventional capital markets decoupled? : evidence from stock and bonds/sukuk markets in Malaysia
Ahmed, Habib; Elsayed, Ahmed H. - In: The quarterly review of economics and finance : journal … 74 (2019), pp. 56-66
Persistent link: https://www.econbiz.de/10012296895
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Exchange rates, bond yields and the stock market : nonlinear evidence of Indonesia during the COVID-19 period
Prananta, Billy; Alexiou, Constantinos - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 83-99
Purpose - The authors explore the relationship between the exchange rate, bond yield and the stock market as well as … economy over the period 2012-2021. Findings - Whilst, over the full sample period, the authors find no cointegration between … the exchange rate, the 10-year bond yield and stock market, for the COVID-19 period, evidence of cointegration is present …
Persistent link: https://www.econbiz.de/10014497076
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Forecasting the equity risk premium in the Korean stock market : a factor analysis approach
Chun, Sungju - In: Global business and finance review 26 (2021) 4, pp. 77-89
regression methods to combine forecasts comparable to the dynamic factor predictive model such as the forecast combination method …
Persistent link: https://www.econbiz.de/10013197293