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~subject:"International financial market"
~subject:"Volatility"
~isPartOf:"Journal of international financial markets, institutions & money"
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International financial market
Volatility
Bond market
19
Rentenmarkt
19
Estimation
9
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9
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8
Öffentliche Anleihe
8
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Fernández Rodríguez, Fernando
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Siriopoulos, Costas
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1
Sosvilla-Rivero, Simón
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Journal of international financial markets, institutions & money
NBER working paper series
13
International review of financial analysis
11
Working paper / National Bureau of Economic Research, Inc.
10
Journal of banking & finance
9
IMF working papers
8
Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Asian Development Bank Economics Working Paper Series
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance and trade : EMFT
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IMF Working Paper
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International journal of forecasting
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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
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:
7
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:
8
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:
9
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:
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