In this paper, we use new historical data on the most popular stocks traded at the Istanbul bourse between 1910 and …

In this paper, we use new historical data on the most popular stocks traded at the İstanbul bourse between 1910 and …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …

I study the degree of market integration between U.S. corporate bonds and stocks of their issuers. I document that … suggest that stocks co-move more strongly with stock-like corporate bonds, especially those of small, growth firms, with lower …

This study adopts a copula wavelet approach to analyze dynamics of the gold price against bonds, stocks and exchange …