Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods
JM Polanco-Martínez - Nonlinear Dynamics, 2019 - Springer
This paper seeks to investigate the dynamic relationship between daily stock market indices
in NAFTA countries from 8 November 1991 to 16 March 2018, using for the first time …
in NAFTA countries from 8 November 1991 to 16 March 2018, using for the first time …
[PDF][PDF] Sovereign Yields & Bank Stock Return Volatility
S Amant - libstore.ugent.be
This thesis marks the conclusion of my education at Ghent University in order to obtain the
degree of Master of Science in Business Engineering: Finance. As a result of the continuous …
degree of Master of Science in Business Engineering: Finance. As a result of the continuous …
Contagion and Divergence on Sovereign Bond Markets
P Jaworski, K Liberadzki, M Liberadzki - Copernican Journal of Finance …, 2017 - apcz.umk.pl
The paper gives evidence for significant interdependency between sovereign bond yields
during pre-crisis period as well as after the recent global debt crisis broke out. These …
during pre-crisis period as well as after the recent global debt crisis broke out. These …