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Test of the Marshall-Lerner condition for eight selected Asian countries and policy implications

Hsing, Yu - In: Global economic review 39 (2010) 1, pp. 91-98

Persistent link: https://www.econbiz.de/10003997780

Comovement and disintegration of EU sovereign bond markets during the crisis

Vácha, Lukáš; Šmolík, Filip; Baxa, Jaromír - In: International review of economics & finance : IREF 64 (2019), pp. 541-556

Persistent link: https://www.econbiz.de/10012372853

Dynamics in the co-movement of economic growth and stock return : comparison between the United States and China

Jiang, Yu - In: Economic research 32 (2019) 1,2, pp. 1965-1976

Persistent link: https://www.econbiz.de/10012435294

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

Exogenous variables in dynamic conditional correlation models for financial markets

Schopen, Jan-Hendrik - 2012

Dynamic correlation, Exogenous variables, DCCX, Macroeconomic Announcements, Diversification benefits. - In this …

Persistent link: https://www.econbiz.de/10009698136

Dynamic correlations and spillover effects between CoCo bonds and other financial assets : evidence from European banking

Li, Fangfang; Li, Ping - In: Finance research letters 38 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012487925

How can investors build a better portfolio in small open economies? : evidence from Asia’s Four Little Dragons

Dong, Xiyong; Li, Changhong; Yoon, Seong-min - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013186604

On inter-arrival times of bond market extreme events : an application to seven European markets

Siakoulis, Vasileios G.; Venetis, Ioannis A. - In: Journal of economics and finance 39 (2015) 4, pp. 717-741

Persistent link: https://www.econbiz.de/10011471449

The impact of macroeconomic news on Polish and Czech government bond markets

Hausenblas, Václav; Pištora, Vojtěch - 2015

We study the impact of news embedded in scheduled macroeconomic announcements on the government bond market in Poland and the Czech Republic. We conduct an event study on intraday data and time-series regressions using daily data over an eight-year period, distinguishing between effects under...

Persistent link: https://www.econbiz.de/10010529892

Drivers of illiquidity in the asean sovereign bond market

Kinateder, Harald; Bauer, Robert; Wagner, Niklas F. - In: Bulletin of monetary economics and banking 23 (2020) 4, pp. 501-524

Persistent link: https://www.econbiz.de/10012423384

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