This paper investigates the relationship between changes in interest rates and the Spanish
stock market at the industry level over the period from January 1993 to December 2012 …

This paper investigates the linkage between changes in 10-year government bond yields
and stock returns for the major European countries in the time-frequency domain by using a …

This paper investigates the causal relationship between changes in the 10-year Treasury
bond yield and the S&P 500 stock return in the United Sates with emphasis on time …

This article critiques models of market risk (ARMA, GARCH, ARCH, EVT, VAR, Stochastic-
Volatility, etc.). The existing metrics for quantifying risk such as standard deviation …

This article builds on prior work done in [M. Nwogugu, Towards multifactor models of
decision making and risk: a critique of prospect theory and related approaches, part one …

This paper examines the linear and nonlinear relationships between changes in 10-year
government bond yields and stock returns for nine developed countries over the period …

Abstract During the Great Moderation, financial innovation in the US increased the size and
scope of credit flows supporting the growth of wealth. We hypothesize that spending out of …

This paper employs Hong's (2001) causality‐in‐mean and causality‐in‐variance tests to
investigate the spillovers between business confidence and stock returns for the four …

In many economies, real estate investors can choose between private real estate (direct
property investment) and public real estate (listed/securitized property investment). This …

Interest rate changes are broadly recognized as a major source of uncertainty for
corporations. According to survey evidence by Graham and Harvey (2001), interest rate risk …