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Measuring risk in fixed income portfolios using yield curve models

Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Computational economics 46 (2015) 1, pp. 65-82

Persistent link: https://www.econbiz.de/10011441011

Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods

Tuysuz, Sukriye - In: International journal of economics and finance 5 (2013) 9, pp. 28-44

Persistent link: https://www.econbiz.de/10010190858

The relationship between equity and bond returns : an empirical investigation

Demirovic, Amer; Guermat, Cherif; Tucker, Jon - In: Journal of financial markets 35 (2017), pp. 47-64

Persistent link: https://www.econbiz.de/10011820149

Market risks that change US-European equity correlations

Sarwar, Ghulam - In: Journal of international financial markets, … 83 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014306348

Gold, oil, and stocks : dynamic correlations

Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš - 2015

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase … in specific correlation dynamics. A strong implication emerges: during the period under research, and from a different …

Persistent link: https://www.econbiz.de/10010515402

Discovering the drivers of stock market volatility in a data-rich world

Chun, Dohyun; Cho, Hoon; Ryu, Doojin - In: Journal of international financial markets, … 82 (2023), pp. 1-24

Persistent link: https://www.econbiz.de/10014245870

Predicting international equity returns: evidence from time-varying parameter vector autoregressive models

Gupta, Rangan; Huber, Florian; Piribauer, Philipp - In: International review of financial analysis 68 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012300967

The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era

Martiradonna, Monica; Romagnoli, Silvia; Santini, Amia - In: Energy economics 120 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014284561

Stocks for the long run? : sometimes yes, sometimes no

McQuarrie, Edward F. - In: Financial analysts journal : FAJ 80 (2024) 1, pp. 12-28

Persistent link: https://www.econbiz.de/10014576148

Predictability of stock market returns : new evidence from developed and developing countries

Li, Xiyang; Cheng, Xiaoyue; Li, Bin; Singh, Tarlok; Shi, Kan - In: Global finance journal 54 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013470087