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An Analysis of the Relationship between International Bond Markets
16 references·1 citing·45 second hop
An Analysis of the Relationship between International Bond Markets (2001)An Analysis of the Relationship between I…Term Structure of Interest Rates (2008)Term Structure of Interest Ra…Optimal Monetary Policy Inertia (1999)Optimal Monetary Policy Inert…International Market Correlation and Volatility (1996)International Market Correlat…Estimating and Interpreting the Yield Curve (1996)Estimating and Interpreting t…Asymmetric volatility transmission in international stock markets (1995)Asymmetric volatility transmi…Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994 (1994)Estimating and Interpreting F…Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Do Bulls and Bears Move Acros…What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)What Moves the Stock and Bond…Evolution in dynamic linkages across daily national stock indexes (1991)Evolution in dynamic linkages…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…International Transmission of Stock Market Movements (1989)International Transmission of…Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1988)Meteor Showers or Heat Waves?…Parsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Macroeconomics and Reality (1980)Macroeconomics and RealityIn search of the determinants of European asset market comovements (2016)In search of the determinants…Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)A Theory of Intraday Patterns: Volume and Price Variability (1988)Noise Trader Risk in Financial Markets (1990)ARCH modeling in finance (1992)Chapter 49 Arch models (1994)Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Common stochastic trends in international stock markets (1992)A New Approach to Measuring Financial Contagion (2003)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Econometric policy evaluation: A critique (1976)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Discretion versus policy rules in practice (1993)One Money, One Market: Estimating the Effect of Common Currencies on Trade (1999)Learning about monetary policy rules (2002)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2010)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Volatilities of different time resolutions — Analyzing the dynamics of market components (1997)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Business conditions and expected returns on stocks and bonds (1989)Household Risk Management and Optimal Mortgage Choice (2003)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Stock Market Uncertainty and the Stock-Bond Return Relation (2005)Explaining the Rate Spread on Corporate Bonds (2001)Forecasting the Term Structure of Government Bond Yields (2003)The U.S. Treasury yield curve: 1961 to the present (2007)Emerging equity market volatility (1997)Trying to Explain Home Bias in Equities and Consumption (1999)Competition and Financial Stability (2004)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)
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References

  • 1980Macroeconomics and Reality12,826 cited
  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 1989International Transmission of Stock Market Movements1,412 cited
  • 1999Optimal Monetary Policy Inertia998 cited
  • 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns892 cited
  • 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility874 cited
  • 1988Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market786 cited
  • 1995Asymmetric volatility transmission in international stock markets728 cited
  • 2008Term Structure of Interest Rates524 cited
  • 1996International Market Correlation and Volatility468 cited
  • 1994Estimating and Interpreting Foreward Interest Rates: Sweden 1992-1994426 cited
  • 1991Evolution in dynamic linkages across daily national stock indexes286 cited

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1996
Estimating and Interpreting the Yield Curve
285 cited

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  • 2016In search of the determinants of European asset market comovements18 cited