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Advanced Search Results For "finance"

1 - 10 of 33,055 results for
 "finance"
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Time-varying risk of nominal bonds: How important are macroeconomic shocks?

Publication Type:Academic Journal

Source(s):Journal of Financial Economics. Jul2022, Vol. 145 Issue 1, p1-28. 28p.

Abstract:I study the sufficiency of macroeconomic information to explain the time-variation in second moments of stock and bond returns, with a particular attention to stock-bond correlations. I propose an external habit model supplemented with realistic non-Ga...

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ÜLKE KREDİ NOTLARININ VE CDS PRİMLERİNİN TÜRKİYE'DEKİ FİNANSAL PİYASALAR ÜZERİNDEKİ UZUN VE KISA DÖNEM ETKİLERİ.

Publication Type:Academic Journal

Source(s):Sakarya Journal of Economics / Sakarya Iktisat Dergisi. Jun2022, Vol. 11 Issue 2, p231-253. 23p.

Abstract:Çalışmada ülke kredi notlarının ve CDS primlerinin finansal piyasalara uzun dönem ve kısa dönem etkileri araştırılmıştır. Araştırmada devlet tahvil faiz oranları, BİST100 endeksi ve döviz kuru sepeti Türkiye'nin 2010 Ocak-2021 Şubat aylık dönemleri örn...

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Sovereign bond yield spreads spillovers in the Economic and Monetary Union.

Publication Type:Academic Journal

Source(s):International Journal of Finance & Economics. Apr2022, Vol. 27 Issue 2, p2615-2626. 12p.

Abstract:We study the sovereign bond market co‐movements and spillovers within 10 EMU countries, the so‐called "periphery" and "core" countries, during the period 1999:01 to 2016:07. Implementing Generalized Methods of Moments (GMM) within a panel setting and b...

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Assessing the Market Risk on the Government Debt of Kazakhstan and Bulgaria in Conditions of Turbulence.

Publication Type:Academic Journal

Source(s):Risks. May2022, Vol. 10 Issue 5, p93-93. 18p.

Abstract:The purpose of this publication is to quantify and compare the market risk on the external government debt of Kazakhstan and Bulgaria in the conditions of COVID-19, the emerging energy crisis, and the coup attempt in the first country. In particular, t...

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How do the global equity and bond markets affect Islamic and conventional banks? A comparative cross-country analysis using multivariate regression quantiles.

Publication Type:Academic Journal

Source(s):Eurasian Economic Review. Mar2022, Vol. 12 Issue 1, p95-114. 20p.

Abstract:Using the multivariate quantile autoregression technique, we examine how equity returns of Islamic and conventional banks are affected by shocks to major financial indices such as the DJUSI index, the MSCI World Index, the VIX index and the United Stat...

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Dynamics of bond and stock returns.

Publication Type:Academic Journal

Source(s):Journal of Monetary Economics. Mar2022, Vol. 126, p188-209. 22p.

Abstract:• A model explains joint dynamics of bond and stock returns and their risk premia. • Bond-stock correlation and term premia are time-varying and change signs. • Flight-to-safety effect produces negative correlation and term premium. • Technology-divers...

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On the transmission mechanism of Asia‐Pacific yield curve characteristics.

Publication Type:Academic Journal

Source(s):International Journal of Finance & Economics. Jan2022, Vol. 27 Issue 1, p473-488. 16p.

Abstract:This study investigates the transmission mechanism of Asia‐Pacific sovereign bond yields using a monthly data set, which reaches over the period from January 2003 until December 2017. Sovereign bond yields are decomposed into three latent factors – lev...

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Why Bonds Belong in Your Portfolio.

Publication Type:Periodical

Source(s):Kiplinger's Personal Finance. May2022, Vol. 76 Issue 5, p38-40. 2p. 1 Color Photograph, 1 Chart.

Abstract:The choices are vast, but, for many investors, buying individual bonds at the riskier end of the debt spectrum - high-yield or junk debt, for example, or bonds issued by shaky governments - is just too adventuresome. The fund manager (or the computer a...

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