We address bond, equity, gold as well as oil markets, and examine their lagged interactions including market volatility and consumer prices. Apart from considering returns, we also address the cyclic component of price levels. Study of the monthly lag structure during January 1950 to June 2015...

Volume 96 of Contemporary studies in economic and financial analysis provides further insights to post-crisis developments in the global economic and financial environment. Risk management post financial crisis : a period of monetary easing includes papers from leading authors from central...