Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/168087
Authors: 
Belke, Ansgar
Dubova, Irina
Year of Publication: 
2017
Series/Report no.: 
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2017: Alternative Geld- und Finanzarchitekturen - Session: Empirical Finance C16-V2
Abstract: 
The paper estimates the financial transmission between bond and equity markets within and between across the four largest global financial markets - the United States, the Euro area, Japan, and the United Kingdom. In a globalized world, where the complex transmission process across various financial assets is not restricted to just domestic market, we argue that international bond and equity markets are highly interconnected both within and across asset classes.
JEL: 
E52
E58
F42
Document Type: 
Conference Paper

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