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Tests of a signaling hypothesis : the choice between fixed- and adjustable-rate debt
Guedes, José C. - In: The review of financial studies 8 (1995) 3, pp. 605-636
Persistent link: https://www.econbiz.de/10001188920
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Marchés des changes, d'obligations et d'actions : la transmission de la volatitlité entre marchés et entre pays
Bodart, Vincent - In: Revue de la banque 59 (1995) 8, pp. 427-441
Persistent link: https://www.econbiz.de/10001189994
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Yield volatility of discount coupon bonds
Gilmer, R. H. - In: The journal of financial research 11 (1988) 3, pp. 189-200
Persistent link: https://www.econbiz.de/10001090735
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Pollution control revenue bond sales and public utility share prices
Varma, Raj - In: Journal of business research : JBR 21 (1990) 2, pp. 109-117
Persistent link: https://www.econbiz.de/10001093379
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The Flight-to-Liquidity Premium in U.S. Treasury Bond Prices
Longstaff, Francis A. - 2002
We examine whether there is a flight-to-liquidity premium in Treasury bond prices by comparing them with prices of …
Persistent link: https://www.econbiz.de/10012787067
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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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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices …
Persistent link: https://www.econbiz.de/10010209431
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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions
Belke, Ansgar; Gokus, Christian - 2011
to address this issue and to gain insights on the volatility patterns of CDS spreads, bond yield spreads and stock prices … series. -- Bond markets ; credit default swaps ; credit risk ; financial crisis ; GARCH ; stock markets ; volatility …
Persistent link: https://www.econbiz.de/10009347974