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Forecasting financial markets and understanding the role of monetary policy
Willner, Marco - 2010
Persistent link: https://www.econbiz.de/10008990760
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Analyzing wealth effects for bondholders : new insight on major corporate events from the debtholders' perspective
Maul, Daniel - 2016 - 1 Edition
Persistent link: https://www.econbiz.de/10011437233
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The impact of containment measures and monetary and fiscal responses on US financial markets during the Covid-19 pandemic
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2021
daily S&P500, the US Treasury Bond Index (USTB), the S&P Green Bond Index (GREEN) and the Dow Jones (DJ) Islamic World …. The mortality rate, surprisingly, seems to have affected stock and bond prices positively with autocorrelated errors. As …
Persistent link: https://www.econbiz.de/10012584220
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Do green bonds act as a hedge or a safe haven against economic policy uncertainty? : evidence from the USA and China
Ul Haq, Inzamam; Chupradit, Supat; Huo, Chunhui - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-18
Economic policy uncertainty and particularly COVID-19 has stimulated the need to investigate alternative avenues for policy risk management. In this context, this study examines the dynamic association among economic policy uncertainty, green bonds, clean energy stocks, and global rare earth...
Persistent link: https://www.econbiz.de/10012607545
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The COVID-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields
Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Poza, Carlos - 2021
prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966 … pandemic period. We find that the unit root hypothesis cannot be rejected for stock prices while for bond yields the results … differ depending on the maturity date and the specification of the error term. In general, bond yields appear to be more …
Persistent link: https://www.econbiz.de/10013235116
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The Covid-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - 2021
prices and bond yields using fractional integration techniques. The model is estimated first over the period January 1966 … pandemic period. We find that the unit root hypothesis cannot be rejected for stock prices while for bond yields the results … differ depending on the maturity date and the specification of the error term. In general, bond yields appear to be more …
Persistent link: https://www.econbiz.de/10012494826
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The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; Poza, Carlos - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
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Stock market reactions to the tax reform act of 1986 : an analysis of the agribusiness industry
Mills, Timothy H. - In: Public finance quarterly : PFQ 22 (1994) 2, pp. 222-238
Persistent link: https://www.econbiz.de/10001169850
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The impact of economic news on bond prices : evidence from the MTS platform
Paiardini, Paola - In: Journal of banking & finance 49 (2014), pp. 302-322
Persistent link: https://www.econbiz.de/10010508025
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Factors driving risk premia
Sløk, Torsten; Kennedy, Mike - 2004
Persistent link: https://www.econbiz.de/10002127253