Impact of TED spread, bond spread, and implied volatility on stock market returns, oil prices, home prices and exchange rates
Akash Dania, D.K. Malhotra
| Year of publication: |
2016
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|---|---|
| Authors: | Dania, Akash ; Malhotra, Davinder Kumar |
| Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-2281, ZDB-ID 2765392-4. - Vol. 2.2016, 4, p. 329-343
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| Subject: | TED spread | implied market volatility | credit yield spread | stock market returns | oil prices | home prices | exchange rates | GARCH | spillover effect | VAR | bond spread | stock markets | Volatilität | Volatility | Zinsstruktur | Yield curve | Wechselkurs | Exchange rate | Ölpreis | Oil price | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Anleihe | Bond | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBD.2016.10002366 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807737