Dalibor Eterovic

Columbia University

3022 Broadway

New York, NY 10027

United States

  • Columbia University

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Stocks, Bonds and the US Dollar - Measuring Domestic and International Market Developments in an Emerging Market

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Stocks, Bonds and the Us Dollar: Measuring Domestic and International Market Developments in an Emerging Market

Number of pages: 37 Posted: 27 Jan 2023
Nicolas A. Eterovic and Dalibor Eterovic
Central Bank of Chile and Columbia University
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Abstract:

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External spillovers, high frequency shocks, stock-bond comovement, risk Premia, central bank information effects, emerging markets.