Interdependence between the stock market and the bond market in one country: evidence from the subprime crisis and the European debt crisis

Interdependence between the stock market and the bond market in one country: evidence from the subprime crisis and the European debt crisis

Abstract Background Once a global financial crisis breaks out, the interdependence between different financial markets suddenly increases and leads to a significant contagion. Methods With 39 countries used as samples, this paper analyzes the interdependence between the stock market and the governme...

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Bibliographic Details
Main Authors: Ke Cheng, Xiaoguang Yang
Format: Article
Language:English
Published: SpringerOpen 2017-04-01
Series:Financial Innovation
Subjects:
Stock Market
Government Bond
Crisis Period
Bond Market
Sovereign Debt
Online Access:http://link.springer.com/article/10.1186/s40854-017-0055-z

Internet

http://link.springer.com/article/10.1186/s40854-017-0055-z

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