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~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"International financial market"
~subject:"USA"
~subject:"Volatility"
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International financial market
USA
Volatility
Bond market
19
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19
Estimation
9
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9
Public bond
8
Öffentliche Anleihe
8
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Steeley, James M.
2
Cho, Sungjun
1
Christopher, Rachel
1
Clancy, Daragh
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Fernández Rodríguez, Fernando
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Gabriele, Carmine
1
Goda, Thomas
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Gómez Puig, Marta
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Hyde, Stuart
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1
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1
Siriopoulos, Costas
1
Skintzi, Vasiliki D.
1
Sosvilla-Rivero, Simón
1
Stewart, Chris
1
Wu, Eliza
1
Yang, Jian
1
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Journal of international financial markets, institutions & money
Working paper / National Bureau of Economic Research, Inc.
42
NBER working paper series
21
Discussion paper / Centre for Economic Policy Research
16
The review of financial studies
16
International review of financial analysis
15
The journal of fixed income
15
Journal of banking & finance
13
Municipal finance journal : the state and local financing and municipal securities advisor
12
International review of economics & finance : IREF
11
Journal of international money and finance
11
Staff reports / Federal Reserve Bank of New York
11
IMF working papers
10
NBER Working Paper
10
Finance research letters
9
The North American journal of economics and finance : a journal of financial economics studies
9
Working paper
9
IMF working paper
8
Journal of financial economics
8
BIS Working Paper
7
Journal of international economics
7
ADB economics working paper series
6
HKIMR working paper
6
International finance discussion papers
6
Research in international business and finance
6
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
6
BIS working papers
5
Journal of financial and quantitative analysis : JFQA
5
Journal of money, credit and banking : JMCB
5
Research paper series / Swiss Finance Institute
5
The journal of futures markets
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Working paper series / European Central Bank
5
Applied economics
4
Applied financial economics
4
Discussion paper
4
Discussion paper / Deutsche Bundesbank
4
Economic policy review
4
Emerging markets review
4
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ECONIS (ZBW)
11
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1
The yen-dollar risk premium : a story of regime shifts in bond markets
Cho, Sungjun
;
Hyde, Stuart
;
Liu, Liu
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013357263
Saved in:
2
Sovereign bond market spillovers from crisis-time developments in Greece
Clancy, Daragh
;
Gabriele, Carmine
;
Žigraiová, Diana
- In:
Journal of international financial markets, …
78
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013357310
Saved in:
3
Sovereign bond return prediction with realized higher moments
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Journal of international financial markets, …
62
(
2019
),
pp. 53-73
Persistent link: https://www.econbiz.de/10012262440
Saved in:
4
Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility
Fernández Rodríguez, Fernando
;
Gómez Puig, Marta
; …
- In:
Journal of international financial markets, …
43
(
2016
),
pp. 126-145
Persistent link: https://www.econbiz.de/10011673512
Saved in:
5
Putting the "C" into crisis : contagion, correlations and copulas on EMU bond markets
Philippas, Dionisis
;
Siriopoulos, Costas
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 161-176
Persistent link: https://www.econbiz.de/10010411745
Saved in:
6
The contribution of US bond demand to the US bond yield conundrum of 2004 - 2007 : an empirical investigation
Goda, Thomas
;
Lysandrou, Photis
;
Stewart, Chris
- In:
Journal of international financial markets, …
27
(
2013
),
pp. 113-136
Persistent link: https://www.econbiz.de/10010411749
Saved in:
7
Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?
Christopher, Rachel
;
Kim, Suk-Joong
;
Wu, Eliza
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 1070-1089
Persistent link: https://www.econbiz.de/10009582485
Saved in:
8
Special issue: International bond and debt market integration
Lucey, Brian M.
(
contributor
);
Steeley, James M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003285761
Saved in:
9
Volatility spillovers and dynamic correlation in European bond markets
Skintzi, Vasiliki D.
;
Refenes, Apostolos-Paul
- In:
Journal of international financial markets, …
16
(
2006
)
1
,
pp. 23-40
Persistent link: https://www.econbiz.de/10003285772
Saved in:
10
Volatility transmission between stock and bond markets
Steeley, James M.
- In:
Journal of international financial markets, …
16
(
2006
)
1
,
pp. 71-86
Persistent link: https://www.econbiz.de/10003285791
Saved in:
1
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