Similar Search Results - EconBiz

Exchange rates, bond yields and the stock market : nonlinear evidence of Indonesia during the COVID-19 period

Prananta, Billy; Alexiou, Constantinos - In: Asian journal of economics and banking : AJEB 8 (2024) 1, pp. 83-99

Purpose - The authors explore the relationship between the exchange rate, bond yield and the stock market as well as … the exchange rate, the 10-year bond yield and stock market, for the COVID-19 period, evidence of cointegration is present …/value - To the best of the authors' knowledge, this is the first time that the relationship between the exchange rate, bond yield …

Persistent link: https://www.econbiz.de/10014497076

Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach

Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - In: Journal of econometrics 146 (2008) 2, pp. 351-363

Persistent link: https://www.econbiz.de/10003782998

Political risk and the international bond market between the 1848 revolution and the outbreak of the First World War

Ferguson, Niall - In: The economic history review : a journal of economic and … 59 (2006) 1, pp. 70-112

Persistent link: https://www.econbiz.de/10003320062

Understanding the real rate conundrum : an application of no-arbitrage finance models to the UK real yield curve

Joyce, Michael A. S. (contributor); … - 2008

Long-horizon interest rates in the major international bond markets fell sharply during 2004 and 2005, at the same time …

Persistent link: https://www.econbiz.de/10003883936

Dynamic conditional correlations in international stock, bond and foreign exchange markets : emerging markets evidence

Hakim, Abdul; McAleer, Michael - 2009

Persistent link: https://www.econbiz.de/10003908709

Global yield curve dynamics and interactions : a dynamic Nelson-Siegel approach

Diebold, Francis X.; Li, Canlin; Yue, Vivian Z. - 2007

Persistent link: https://www.econbiz.de/10003595017

Dynamic linkage between international bond markets

Ciner, Cetin - In: Journal of multinational financial management 17 (2007) 4, pp. 290-303

Persistent link: https://www.econbiz.de/10003613102

Monetary policy surprises and international bond markets

Bredin, Donal; Hyde, Stuart; O'Reilly, Gerard - In: Journal of international money and finance 29 (2010) 6, pp. 988-1002

Persistent link: https://www.econbiz.de/10009238996

What moves international stock and bond markets?

Cenedese, Gino; Mallucci, Enrico - 2015

Persistent link: https://www.econbiz.de/10011327162

Global bonding : do U.S. bond and equity spillovers dominate global financial markets?

Bayoumi, Tamim A.; Bui, Trung - 2012

Persistent link: https://www.econbiz.de/10009679663

A service of the