Stock marketsPurpose - The purpose of this paper is to empirically analyze the dynamic relationship between stock market and bond market based on the effect of different information shocks. Design/methodology/approach - This paper decomposes the information of stock market and bond market into public...
Bond Market Volatility Compared to Stock Market Volatility.This article analyzes the changing volatility of the government bond market in the U.S. from the 1950s to the 1990s, and the relationship between bond market and stock market volatility. We have documented and analyzed changes in the ...
In this paper we revisit the evidence recently provided by Philippon (2009) about the relationship among bond market's Q, stock market's Q and aggregate investments for the US. Specifically, we analyze the stability of the relationship between aggregate investment and the two measures of Q acros...
Sentiment is an important factor to the relationship between stock and bond market. The evolution of sentiment and its influence mechanism is unique under different conditions,and induces the time- varying relationship between stock and bond. The article makes an empirical research by using Chinese da...
Stock and Bond Market Liquidity: A Long-Run Empirical Analysis. This paper establishes liquidity linkage between stock and Treasury bond markets. There is a lead-lag relationship between illiquidity of the two markets a... Goyenko,Ruslan,Y.,... - 《Journal of Financial & Quantitative Analysis...
Currently, China's Capital market structure has seriously imbalance between Stock market and Bond market, which place restrictions on the original effection of Capital market. The article is devoted to study deep reason for the problem and draw a conclusion from the aspect of relationship between Ca...
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What's the difference between 'fascism' and 'socialism'? More Commonly Misspelled Words Words You Always Have to Look Up Popular in Wordplay See All 8 Words with Fascinating Histories 8 Words for Lesser-Known Musical Instruments Birds Say the Darndest Things ...
The Correlation between Fx Rate Volatility and Stock Exchange Returns Volatility: An Emerging Markets Overview This paper examines the relationship between the volatilities of equity indexes returns and FX rates for a set of emerging countries. We study the sensitiv... Aymen Karoui - 《Social Science...
Point of View: It's Personal Plural and Possessive Names: A Guide What's the difference between 'fascism' and 'socialism'? More Commonly Misspelled Words Words You Always Have to Look Up Popular in Wordplay See All More Words with Remarkable Origins ...