Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Choi, Jaewon
Richardson, Matthew P.
and
Whitelaw, Robert
2013.
On the Fundamental Relation between Equity Returns and Interest Rates.
SSRN Electronic Journal,
Bansal, Naresh
Connolly, Robert A.
and
Stivers, Chris
2015.
Equity volatility as a determinant of future term-structure volatility.
Journal of Financial Markets,
Vol. 25,
Issue. ,
p.
33.
López-Espinosa, Germán
Moreno, Antonio
Rubia, Antonio
and
Valderrama, Laura
2015.
Systemic risk and asymmetric responses in the financial industry.
Journal of Banking & Finance,
Vol. 58,
Issue. ,
p.
471.
Dungey, Mardi H.
Erdemlioglu, Deniz
Matei, Marius
and
Yang, Xiye
2016.
Financial Flights, Stock Market Linkages and Jump Excitation.
SSRN Electronic Journal ,
Reboredo, Juan Carlos
and
Naifar, Nader
2017.
Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach.
Emerging Markets Finance and Trade,
Vol. 53,
Issue. 7,
p.
1535.
Bethke, Sebastian
Gehde-Trapp, Monika
and
Kempf, Alexander
2017.
Investor sentiment, flight-to-quality, and corporate bond comovement.
Journal of Banking & Finance,
Vol. 82,
Issue. ,
p.
112.
Ermolov, Andrey
2018.
Time-Varying Risk of Nominal Bonds: How Important Are Macroeconomic Shocks?.
SSRN Electronic Journal ,
Dungey, Mardi
Erdemlioglu, Deniz
Matei, Marius
and
Yang, Xiye
2018.
Testing for mutually exciting jumps and financial flights in high frequency data.
Journal of Econometrics,
Vol. 202,
Issue. 1,
p.
18.
Connolly, Robert A.
Dubofsky, David A.
and
Stivers, Chris T.
2018.
Economic Uncertainty, Precautionary Savings, and Treasury Yield Dynamics.
SSRN Electronic Journal ,
Lin, Fu-Lai
Yang, Sheng-Yung
Marsh, Terry
and
Chen, Yu-Fen
2018.
Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis.
International Review of Economics & Finance,
Vol. 55,
Issue. ,
p.
285.
Gormus, Alper
Nazlioglu, Saban
and
Soytas, Ugur
2018.
High-yield bond and energy markets.
Energy Economics,
Vol. 69,
Issue. ,
p.
101.
Muharam, Harjum
Anwar, Resi Junita
and
Robiyanto, Robiyanto
2019.
Islamic stock market and sukuk market development, economic growth, and trade openness (the case of Indonesia and Malaysia).
Business: Theory and Practice,
Vol. 20,
Issue. ,
p.
196.
Okimoto, Tatsuyoshi
and
Takaoka, Sumiko
2020.
No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan.
Journal of International Financial Markets, Institutions and Money,
Vol. 64,
Issue. ,
p.
101143.
Hsu, Chih-Hsiang
Lee, Hsiu-Chuan
and
Lien, Donald
2020.
Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations.
International Review of Economics & Finance,
Vol. 70,
Issue. ,
p.
600.
Li, Yulin
Wald, John K.
and
Wang, Zijun
2020.
Sovereign bonds, coskewness, and monetary policy regimes.
Journal of Financial Stability,
Vol. 50,
Issue. ,
p.
100783.
Chen, Elynn Y.
Tsay, Ruey S.
and
Chen, Rong
2020.
Constrained Factor Models for High-Dimensional Matrix-Variate Time Series.
Journal of the American Statistical Association,
Vol. 115,
Issue. 530,
p.
775.
Cejnek, Georg
and
Randl, Otto
2020.
Dividend Risk Premia.
Journal of Financial and Quantitative Analysis,
Vol. 55,
Issue. 4,
p.
1199.
Das, Santanu
and
Kumar, Ashish
2021.
Long-term dependency between sovereign bonds and sectoral indices of India: evidence using Hurst exponent and wavelet analysis.
Managerial Finance,
Vol. 47,
Issue. 10,
p.
1448.
Rodriguez-Nieto, Juan Andres
and
Mollick, Andre V.
2021.
The US financial crisis, market volatility, credit risk and stock returns in the Americas.
Financial Markets and Portfolio Management,
Vol. 35,
Issue. 2,
p.
225.
Ngene, Geoffrey M.
2021.
What drives dynamic connectedness of the U.S equity sectors during different business cycles?.
The North American Journal of Economics and Finance,
Vol. 58,
Issue. ,
p.
101493.