13 research outputs found
Dynamic correlations of bond and equity futures and macroeconomic determinants: international evidence
Get PDFThis paper examines whether the dynamic co-movements between stock-bond futures markets may be driven by domestic and international macroeconomic factors. The empirical analysis also investigates whether economic uncertainty and geopolitical risks have an impact on the dynamic conditional correlations of bond and equity futures markets. The results pointed to significance of domestic inflation and industrial production, while the 3M USD Libor and 3M Euribor surfaced as determinants of the dynamic equity-bond futures correlations. Finally, the paper examines the impact of the pandemic on the dynamic correlations with the split of the sample in pre- and post-pandemic periods and it was found that neither the uncertainty nor the geopolitical risk indices emerged as statistically significant in any country
Dynamic correlations of bond and equity futures and macroeconomic determinants: international evidence
No full textThis paper examines whether the dynamic co-movements between stock-bond futures markets may be driven by domestic and international macroeconomic factors. The empirical analysis also investigates whether economic uncertainty and geopolitical risks have an impact on the dynamic conditional correlations of bond and equity futures markets. The results pointed to significance of domestic inflation and industrial production, while the 3M USD Libor and 3M Euribor surfaced as determinants of the dynamic equity-bond futures correlations. Finally, the paper examines the impact of the pandemic on the dynamic correlations with the split of the sample in pre- and post-pandemic periods and it was found that neither the uncertainty nor the geopolitical risk indices emerged as statistically significant in any country
âBridging the Gap between Food Pantries and the Kitchen Tableâ: Teaching Embodied Literacy in the Technical Communication Classroom
No full textâThis is a tale of friendship, a story of togethernessâ: the British monarchy, Grenfell Tower, and inequalities in the Royal Borough of Kensington and Chelsea
No full textNot Alone in the Field: Distance Collaboration via the Internet in a Focused Ethnography
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Collecting Knowledge for the Family: Recipes, Gender and Practical Knowledge in the Early Modern English Household
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