affecting spillover effects. This study derives a risk spillover measure based on the attributes of static and dynamic spillover … Korea), and major global markets (the European Union, the United Kingdom, and the United States). We aim to examine risk …. We find complex intra-group return and volatility connectedness among ASEAN-4 markets and moderate inter-group return and …

Bond prices from 1897 to 1926 have not been compiled. Financial historians have made do with yield series offered by … Macaulay (1938) or with yield summaries found in Durand (1942), Hickman (1958), or Homer (1963). Where holding period returns … have been of interest (Siegel 2014), these have been constructed using yield estimates rather than price observations. I …