Investigates the interrelationships between international bond and international stock markets. Efficiency of international markets; Market volatility interaction; Steps in cointegration.doi:10.1016/S1057-5219(99)80034-9Lim, Edward S.Gallo, John G.
this paper investigates the relationship between exchange rate and stock market in China.While the results based on whole sample support the "stock oriented theory",ie. there exist uni-directional spillover effects from SM to FEM,including return spillover,shock volatility spillover and cross-market...
In contrast to precedent theories the theory of asset market models by Frenkel (1976) supports the absence of any relationship between exchange rates and stock prices. The changes are due to different factors that lead the market of exchange rates and the market of stock prices to be fully ...
Use our interactive chart to highlight different time periods and see when bonds provided stronger (or weaker) diversification against losses in the equity market.
Finally, a vector autoregressive framework is implemented to explore the relationship between the CDS market and the stock market. I find that stock returns lead CDS spread changes, and this finding prevails even under conditions of credit deterioration. However, while the VAR results suggest that ...
Cockapoos are great for people of all ages, as they are calm canines and are happy to be around children and other dogs. However, interactions between kids and pets should always be supervised. These pups also need a good amount of exercise to keep them happy and healthy. They can get...
Local Market Reaction to Brand Acquisitions: Evidence from the Craft Beer Industry A large stream of literature shows that the emotional bond between consumer and brand can induce a sense of psychological ownership, and shocks to this rel... Ali Umut Guler,Kanishka Misra,Vishal Singh 被引量: 0...
There is a very strong relationship between. 翻译结果5复制译文编辑译文朗读译文返回顶部 相关内容 aand n is the number of samples 并且n是样品的数量 [translate] aIdentification by fractionation of samples would not have the same effectiveness on the different samples and could somewhat distort the re...
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Relationship between the two yields was absent over 1932–1958. • Completely new long-run equilibrium relationship re-emerged in 1958. • Over 1871–1932 and 1958–2017 the stock earnings yield followed the bond yield. • We argue that that a major paradigm shift in the stock valuation ...