Similar Search Results - EconBiz

Economic-state Variation in Uncertainty-Yield Dynamics

Connolly, Robert A. - 2020

over weaker-economic times since at least 1990. We document this economic-state variation in uncertainty-yield dynamics for … weekly and monthly change horizons, for nominal yields and real-yield proxies, for multiple economic-state identification …

Persistent link: https://www.econbiz.de/10012851743

Dynamic stock-bond return correlations and financial market uncertainty

Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88

Persistent link: https://www.econbiz.de/10011333137

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

Bond return predictability : economic value and links to the macroeconomy

Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540

Persistent link: https://www.econbiz.de/10012000665

Stock returns, asymmetric volatility, risk aversion, and business cycle : some new evidence

Kim, Sei-Wan; Lee, Bong-soo - In: Economic inquiry : journal of the Western Economic … 46 (2008) 2, pp. 131-148

Persistent link: https://www.econbiz.de/10003713348

Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market

Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96

Persistent link: https://www.econbiz.de/10011431392

Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market

Liu, Wei; Garrett, Ian - In: Economic modelling 128 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014464307

The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets

Fang, Libing; Yu, Honghai; Li, Lei - In: Economic modelling 66 (2017), pp. 139-145

Persistent link: https://www.econbiz.de/10011813695

Bond return predictability : economic value and links to the macroeconomy

Pettenuzzo, Davide; Gargano, Antonio; Timmermann, Allan - 2014

Persistent link: https://www.econbiz.de/10010505306

Bond return predictability : economic value and links to the macroeconomy

Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - 2014

Persistent link: https://www.econbiz.de/10010409119

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