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Decomposing risks in bond portfolios : international evidence

Sun, David; Tsai, Shih-Chuan; Chen, Chun-Da - In: The journal of fixed income 26 (2016) 1, pp. 75-93

Persistent link: https://www.econbiz.de/10011660773

Financial crises and the dynamic linkages between stock and bond returns

Eraslan, Sercan; Ali, Faek Menla - 2017

This paper investigates the dynamic linkages in terms of the first and second moments between stock and bond returns … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other …

Persistent link: https://www.econbiz.de/10011663407

The offshore Renminbi Bonds: the Dim Sum and Formosa Bonds

Fung, Hung-gay; Ko, Glenn; Ling, Teresa; Yau, Jot - In: The Chinese economy 49 (2016) 4, pp. 287-299

Persistent link: https://www.econbiz.de/10011666624

German Mittelstand bonds : yield spreads and liquidity

Utz, Sebastian; Weber, Martina; Wimmer, Maximilian - In: Journal of business economics : JBE 86 (2016) 1/2, pp. 103-129

Persistent link: https://www.econbiz.de/10011666880

Effects of macroeconomic uncertainty on the stock and bond markets

Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun - In: Finance research letters 13 (2015), pp. 10-16

Persistent link: https://www.econbiz.de/10011552317

Lecture notes in fixed income fundamentals

Prisman, Eliezer Zeev - 2017

Persistent link: https://www.econbiz.de/10011553524

Predicting bond betas using macro-finance variables

Aslanidis, Nektarios; Christiansen, Charlotte; … - 2017

Persistent link: https://www.econbiz.de/10011587625

Correlations across Asia-Pacific bond markets and the impact of capital flow management measures

Pornpinun Chantapacdepong; Shim, Ilhyock - In: Pacific-Basin finance journal 34 (2015), pp. 71-101

Persistent link: https://www.econbiz.de/10011535298

Low long-term interest rates as a global phenomenon

Hördahl, Peter; Sobrun, Jhuvesh; Turner, Philip - 2016

Persistent link: https://www.econbiz.de/10011535651

Handbook of Asian sovereign bond markets : yield & risk

Ariff, Mohamed; Cheng, Fan Fah; Mohamad, Shamsher - 2013

Persistent link: https://www.econbiz.de/10010508795

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