that exchange rates have a significant effect on expected industry stock returns and on their volatility. The magnitude of …

this, put forward the view that stock and bond return volatility is key. Evidence from the 2000s suggest that the relative … that the relative equity and bond yield values are, to a large extent, driven by inflation volatility. High inflation … volatility persisted during the first half of the twentieth century when the equity yield was higher. This was followed by more …

this, put forward the view that stock and bond return volatility is key. Evidence from the 2000s suggest that the relative … that the relative equity and bond yield values are, to a large extent, driven by inflation volatility. High inflation … volatility persisted during the first half of the twentieth century when the equity yield was higher. This was followed by more …

time-varying coefficients and stochastic volatility. Assuming that the common component represents push factors and the …

Correlations between international equity markets are often claimed to increase during periods of high volatility …