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Credit rating and liquidity in the US corporate bond market

Díaz, Anonio; Escribano, Ana - In: The journal of fixed income 28 (2019) 4, pp. 46-59

Persistent link: https://www.econbiz.de/10012251380

Liquidity measures throughout the lifetime of the U.S. Treasury bond

Díaz Pérez, Antonio; Escribano, Ana - In: Journal of financial markets 33 (2017), pp. 42-74

Persistent link: https://www.econbiz.de/10011815011

Can US stocks provide a safe haven from interest and inflation risk? : a sector level examination of the response to unanticipated nominal, real interest and inflation rate shocks

González Pérez, María de la O; Jareño, Francisco; … - 2015

Persistent link: https://www.econbiz.de/10010520772

Can US Stocks Provide a Safe Haven from Interest and Inflation Risk? A Sector Level Examination of the Response to Unanticipated Nominal, Real Interest and Inflation Rate Shocks

Gonzalez, Maria - 2016

This paper examines the relation between stock returns and unexpected changes in nominal and real interest rates and inflation for the US stock market. With the exception of Sweeney and Warga (1986), we are the first to examine this relation in detail by breaking the results down from the US...

Persistent link: https://www.econbiz.de/10013005115

Flow-Through Capability in the US Stock Market

Cano, Carlos - 2015

In this paper, we estimate a measure of the flow-through capability of firms listed on the US stock exchange at the sector level. Flow-through capability is defined as a firm's ability to transmit inflation shocks to the prices of its products and services. Thus, we first estimate the...

Persistent link: https://www.econbiz.de/10013026344

US stock market sensitivity to interest and inflation rates : a quantile regression approach

Jareño, Francisco; Ferrer, Román; Miroslavova, Stanislava - In: Applied economics 48 (2016) 25/27, pp. 2469-2481

Persistent link: https://www.econbiz.de/10011591154

The US stock market at sector level : inflation news, 1990-2013

Jareño, Francisco; Tolentino, Marta; González Pérez, … - In: Applied econometrics and international development 18 (2018) 1, pp. 71-86

Persistent link: https://www.econbiz.de/10012000540

The financial crisis impact : an industry level analysis of the US stock market

Barroso, María de la O; Jareño, Francisco; Skinner, … - In: Applied econometrics and international development 17 (2017) 2, pp. 61-74

Persistent link: https://www.econbiz.de/10011948462

A straightforward analysis of sector portfolios in the US stock market

Jareño, Francisco; Tolentino, Marta; Negrut, Loredana - In: Applied econometrics and international development 16 (2016) 1, pp. 105-114

Persistent link: https://www.econbiz.de/10011780124

Impact of changes in the level, slope and curvature of interest rates on U.S. sector returns : an asymmetric nonlinear cointegration approach

Jareño, Francisco; Tolentino, Marta; González Pérez, … - In: Economic research 32 (2019) 1,2, pp. 1275-1297

Persistent link: https://www.econbiz.de/10012390407