Correlation between Stock and Bond market in UK
The scope of the study was aimed to give investors a glimpse of correlation between the stock market and the bond market. This study has an important implication for the portfolio managers and that is the relationship studied between the bond market volatility and the stock market volatility. This r...
| Main Author: | Shuja, Rohama |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2020
|
| Online Access: | https://eprints.nottingham.ac.uk/63201/ |
Similar Items
Dynamic Analysis of Correlation between Stock Market returns: An Empirical Study on Hong Kong and UK Stock Markets
by: Fan, Liyu
Published: (2012)
by: Fan, Liyu
Published: (2012)
Dynamic Correlation of Stock and Bond Return in Five Asian Markets with Determinants of Macroeconomic Conditions and Market Uncertainty
by: Zheng, Junyang
Published: (2015)
by: Zheng, Junyang
Published: (2015)
Relationship between bond and stock market performance in Malaysia, Singapore and south Korea.
by: Phang, Chia Yi
Published: (2013)
by: Phang, Chia Yi
Published: (2013)
Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market
by: Wang, Lin
Published: (2020)
by: Wang, Lin
Published: (2020)
Stock-Bond Correlations In Asean-5: The Roles Of Financial Integration And Financial Development
by: Khalid, Muhammad Airil Syafiq Mohd
Published: (2020)
by: Khalid, Muhammad Airil Syafiq Mohd
Published: (2020)
Factors correlated with treasury bond spreads in an emerging capital market
by: Cheng, Fan Fah, et al.
Published: (2011)
by: Cheng, Fan Fah, et al.
Published: (2011)
Liquidity and stock returns-evidence from UK stock market
by: Le, Dang Thuy Trang
Published: (2013)
by: Le, Dang Thuy Trang
Published: (2013)
US, UK and European Stock Market Integration
by: Fraser, Patricia, et al.
Published: (2005)
by: Fraser, Patricia, et al.
Published: (2005)
The relationship between Idiosyncratic Risk and Stock Returns: Evidence from the UK market
by: YIN, ZEHUA
Published: (2013)
by: YIN, ZEHUA
Published: (2013)
The Adaptive Market Hypothesis:An empirical study on the UK stock market
by: WANG, KAIXIN
Published: (2019)
by: WANG, KAIXIN
Published: (2019)
Dynamic interdependence between volatility of Shariah stock and bond
by: Shari, Aminah, et al.
Published: (2023)
by: Shari, Aminah, et al.
Published: (2023)
AN EMPIRICAL ANALYSIS OF STOCK MISPRICING: EVIDENCE FROM UK STOCK MARKET
by: Wang, Lujia
Published: (2012)
by: Wang, Lujia
Published: (2012)
Correlation between Sukuk rate and conventional bond rate in Malaysia
by: Chin, Kee Heung, et al.
Published: (2018)
by: Chin, Kee Heung, et al.
Published: (2018)
Bond market volatility versus stock market volatility in Malaysia / Chia Chin Kuan.
by: Chia, Chin Kuan
Published: (2003)
by: Chia, Chin Kuan
Published: (2003)
The impact of bond ratings on market efficiency and stock returns / Ambalagam Marappan.
by: Marappan, Ambalagam
Published: (2003)
by: Marappan, Ambalagam
Published: (2003)
Liquidity and Stock Returns: Evidence from the UK Market
by: HUANG, SHAOHUA
Published: (2015)
by: HUANG, SHAOHUA
Published: (2015)
Liquidity and Stock Returns: Evidence from the UK Market
by: Tang, Zhiying
Published: (2009)
by: Tang, Zhiying
Published: (2009)
Analysing the effect of portfolio concentration index and stock market correlation
by: Lee, Pei-Ling, et al.
Published: (2019)
by: Lee, Pei-Ling, et al.
Published: (2019)
Analysing the effect of portfolio concentration index and stock market correlation
by: Lee, Pei Ling, et al.
Published: (2019)
by: Lee, Pei Ling, et al.
Published: (2019)
Illiquidity and stock returns: Evidence from UK stock market over 1993 to 2008
by: Wang, Shuyan
Published: (2009)
by: Wang, Shuyan
Published: (2009)
Weather effects on returns: An empirical study of UK stock market
by: Zhao, Juan
Published: (2011)
by: Zhao, Juan
Published: (2011)
Stock Market Liquidity and The Macroeconomic Fluctuations: UK Empirical Study
by: Mao, Jianlei
Published: (2010)
by: Mao, Jianlei
Published: (2010)
Momentum Returns and Transaction Costs in the U.K. Stock Market
by: Wang, Xiaopeng
Published: (2010)
by: Wang, Xiaopeng
Published: (2010)
Testing the CAPM and the APT: Evidence from the UK Stock Market
by: WANG, Zheng
Published: (2010)
by: WANG, Zheng
Published: (2010)
Testing the CAPM and the APT: Evidence from the UK Stock Market
by: WANG, Zheng
Published: (2010)
by: WANG, Zheng
Published: (2010)
"Would bond market be a more viable investment alternative to the stock market?" / Chew Hock Poon
by: Chew, Hock Poon
Published: (2002)
by: Chew, Hock Poon
Published: (2002)
A Study of Sukuk Bond market-making at the London Stock Exchange, 2011-20
by: Ariff, Mohamed *, et al.
Published: (2021)
by: Ariff, Mohamed *, et al.
Published: (2021)
Relationship between stock market returns and exchangerates in emerging stock markets
by: Arshad, M. N., et al.
Published: (2016)
by: Arshad, M. N., et al.
Published: (2016)
Examining the UK Stock Market Reaction to
Earnings Announcements: An Empirical Test of
Market Efficiency
by: Hubbard, Charles
Published: (2021)
by: Hubbard, Charles
Published: (2021)
A multifactor approach of the APT versus the CAPM for the UK stock market
by: Briffa, Christian
Published: (2008)
by: Briffa, Christian
Published: (2008)
Insider trading on the UK stock market: information contents and managerial incentives
by: Ajlouni, Moh'd Mahmoud
Published: (2004)
by: Ajlouni, Moh'd Mahmoud
Published: (2004)
Liquidity and Stock Returns: An Empirical Study of the U.K. Equity Market
by: Wang, Nana
Published: (2009)
by: Wang, Nana
Published: (2009)
Islamic bond announcement: The relationship between Islamic debt characteristics and stock return
by: Fauzi, Fitriya, et al.
Published: (2015)
by: Fauzi, Fitriya, et al.
Published: (2015)
Liquidity premium and stock returns: An empirical study based on samples from U.K. stock market
by: Lan, Y
Published: (2009)
by: Lan, Y
Published: (2009)
A Study on Stock Returns Based on Liquidity Premium with Empirical Evidence from UK Stock Market
by: Chen, Hao
Published: (2009)
by: Chen, Hao
Published: (2009)
Return And Correlations Of Malaysian Sector Stock Indices
Under Different Market Conditions
by: Lee , Sze Aoh
Published: (2015)
by: Lee , Sze Aoh
Published: (2015)
Return And Correlations Of Malaysian Sector Stock Indices
Under Different Market Conditions
by: Lee , Sze Aoh
Published: (2015)
by: Lee , Sze Aoh
Published: (2015)
Credit default swaps, bond spreads and the bond market
by: Zhu, Meicheng
Published: (2014)
by: Zhu, Meicheng
Published: (2014)
The relationship between Malaysia stock market and East Asia stock market / Norfaziela Nordin
by: Nordin, Norfaziela
Published: (2015)
by: Nordin, Norfaziela
Published: (2015)
The Impact of Stock Mispricing on Corporate Investment Efficiency. Evidence from the UK Market.
by: Peng, Xin
Published: (2020)
by: Peng, Xin
Published: (2020)
Similar Items
-
Dynamic Analysis of Correlation between Stock Market returns: An Empirical Study on Hong Kong and UK Stock Markets
by: Fan, Liyu
Published: (2012) -
Dynamic Correlation of Stock and Bond Return in Five Asian Markets with Determinants of Macroeconomic Conditions and Market Uncertainty
by: Zheng, Junyang
Published: (2015) -
Relationship between bond and stock market performance in Malaysia, Singapore and south Korea.
by: Phang, Chia Yi
Published: (2013) -
Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market
by: Wang, Lin
Published: (2020) -
Stock-Bond Correlations In Asean-5: The Roles Of Financial Integration And Financial Development
by: Khalid, Muhammad Airil Syafiq Mohd
Published: (2020)