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Geopolitical risks and movements in Islamic bond and equity markets : a note

Bouri, Elie; Demirer, Rıza; Gupta, Rangan; Marfatia, … - In: Defence and peace economics 30 (2019) 3, pp. 367-379

Persistent link: https://www.econbiz.de/10012200540

Regime shifts in a long-run risks model of stock and treasury bond markets

Li, Kai; Xu, Chenjie - In: China finance review international 12 (2022) 4, pp. 541-570

Persistent link: https://www.econbiz.de/10013453608

Extreme risk spillovers between stock and bond markets

Ning, Cathy Q.; Ponrajah, Jeremey - 2024

Persistent link: https://www.econbiz.de/10015052590

Uncertainty and durable consumption in the great depression

Ejarque, João - 1997

Persistent link: https://www.econbiz.de/10000960754

Modeling volatility spillovers between the variabilities of US inflation and output : the UECCC GARCH model

Conrad, Christian; Karanasos, Menelaos - 2008

This paper employs the unrestricted extended constant conditional correlation GARCH specification proposed in Conrad and Karanasos (2008) to examine the intertemporal relationship between the uncertainties of inflation and output growth in the US. We find that inflation uncertainty effects...