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Spillovers from the European Central Bank's asset purchases to countries in Central and Eastern Europe
Antal, Mark; Kaszab, Lorant - In: Economic modelling 113 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013349300
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Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns
Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of economics and finance 38 (2014) 4, pp. 627-642
Persistent link: https://www.econbiz.de/10011333821
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Macro news and bond yield spreads in the Euro area
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2014
This paper analyses the effects of newspaper coverage of macro news on the spread between the yield on the 10-year … yield spreads in all PIIGS countries but Italy before September 2008; markets respond more to negative news, and their … reaction has increased during the recent financial crisis. News volatility has a significant impact on yield spread volatility …
Persistent link: https://www.econbiz.de/10010417491
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Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2014
This paper analyses the effects of newspaper coverage of macro news on the spread between the yield on the 10-year … yield spreads in all PIIGS countries but Italy before September 2008; markets respond more to negative news, and their … reaction has increased during the recent financial crisis. News volatility has a significant impact on yield spread volatility …
Persistent link: https://www.econbiz.de/10010417494
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Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2014
Persistent link: https://www.econbiz.de/10010431601
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Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: The European journal of finance 24 (2018) 1/3, pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
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Return and volatility spillovers between currency and bond markets in India
Sahoo, Sudarsana; Kumar Behera, Harendra; Trivedi, Pushpa L. - In: Macroeconomics and finance in emerging market economies 12 (2019) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10012176862
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Examining US monetary spillover to Indonesian local currency government bonds in volatile periods
Nugraha, Muhammad Fajar - 2023
yield, particularly when the Federal Reserve (Fed) implemented the quantitative easing (QE), tapering off, Fed fund rate … off, increasing the FFR, and quantitative tightening as an external phenomenon that can affect the yield of Indonesian …
Persistent link: https://www.econbiz.de/10014289870
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Does volatility transmission between stock market returns of Central and Eastern European countries vary from normal to turbulent periods?
Ngo Thai Hung - In: Acta oeconomica : periodical of the Hungarian Academy … 70 (2020) 3, pp. 449-468
Persistent link: https://www.econbiz.de/10012438044
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Volatility spillover between Germany, France, and CEE stock markets
Chirilă, Viorica; Chirilă, Ciprian - In: Journal of business economics and management 23 (2022) 6, pp. 1280-1298
The CEE stock markets are more and more integrated in the European financial markets. The growth of the integration of financial markets favours the volatility and return spillover between them. The current study analyses the volatility spillover among the stock markets in the countries from...
Persistent link: https://www.econbiz.de/10013500945