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Macroeconomic news and stock-bond comovement

Duffee, Greg - In: Review of finance : journal of the European Finance … 27 (2023) 5, pp. 1859-1882

Persistent link: https://www.econbiz.de/10014391611

Is it risky to go green? : a volatility analysis of the green bond market

Pham, Linh - In: Journal of sustainable finance & investment 6 (2016) 4, pp. 263-291

Persistent link: https://www.econbiz.de/10011723088

How do stock, oil, and economic policy uncertainty influence the green bond market?

Pham, Linh; Nguyen Phuc Canh - In: Finance research letters 45 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10014575514

Unraveling the multiscale comovement of green bonds and structural shocks : an oil-driven analysis

Ur Rehman, Mobeen; Nautiyal, Neeraj; Zeitun, Rami; Xuan … - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014534803

Does time varying risk premia exist in the international bond market? : an empirical evidence from Australian and French bond market

Aftab, Hira; Beg, Rabiul Alam - In: International Journal of Financial Studies : open … 9 (2021) 1/3, pp. 1-13

changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model …. The model allows for asymmetric risk premia, causality and co-volatility spillovers jointly in the global bond markets …. Empirical results show significant asymmetric partial co-volatility spillovers and risk premium exist in the bond markets. The …

Persistent link: https://www.econbiz.de/10012422545

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

Predictive power of the implied volatility term structure in the fixed-income market

Chen, Ren-Raw; Hsieh, Pei-Lin; Huang, Jeffrey; Li, Xiaowei - In: The journal of futures markets 43 (2023) 3, pp. 349-383

Persistent link: https://www.econbiz.de/10014293073

Is there a role for Islamic bonds in global diversification strategies?

Balcilar, Mehmet; Cerci, Gozde; Demirer, Rıza - In: Managerial finance 42 (2016) 7, pp. 656-679

Persistent link: https://www.econbiz.de/10011572340

Dynamic transmissions between Sukuk and bond markets

Maghyereh, Aktham I.; Awartani, Basel - In: Research in international business and finance 38 (2016), pp. 246-261

Persistent link: https://www.econbiz.de/10011640649

The effects of quantitative easing on the volatility of the gilt-edged market

Steeley, James M.; Matyushkin, Alexander - In: International review of financial analysis 37 (2015), pp. 113-128

Persistent link: https://www.econbiz.de/10011317236

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