Stock and bond returns correlation in Korea: Local versus global risk during crisis periods
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Asian Economics"
DOI: 10.1016/j.asieco.2019.101136
Abstract: Abstract This paper examines stock and bond returns correlation in Korea as an emerging market case study. The study covers the Asian financial crisis of 1997–1999 and the global financial crisis and European fiscal crisis… read more here.
Keywords: stock bond; returns correlation; bond returns; stock ... See more keywords
Macro Factors and Bond Returns in China
Sign Up to like & getrecommendations! Published in 2021 at "Emerging Markets Finance and Trade"
DOI: 10.1080/1540496x.2021.1941860
Abstract: ABSTRACT As a central issue in macro-finance studies, the spanning hypothesis has always been the focus of research. Previous studies have focused on whether this hypothesis holds true in developed markets, while paying little attention… read more here.
Keywords: finance; bond returns; excess returns; emerging markets ... See more keywords