Showing 1 - 10 of 6,863
Persistent link: https://www.econbiz.de/10014446768
Persistent link: https://www.econbiz.de/10003318633
Persistent link: https://www.econbiz.de/10011391745
Persistent link: https://www.econbiz.de/10011347951
Persistent link: https://www.econbiz.de/10010501296
Persistent link: https://www.econbiz.de/10000904020
We use wavelet analysis to examine the impact of macro-news announcements on the stock-bond correlation. Significant announcement effects appear after controlling for the recent financial crisis, with a link between the speed of reaction and the timing of announcements, with early released news...
Persistent link: https://www.econbiz.de/10012919223
Persistent link: https://www.econbiz.de/10012807168
Persistent link: https://www.econbiz.de/10012299730
Persistent link: https://www.econbiz.de/10012300345