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Dimitrios G Tsoutsas Author
Subjects of specialization
Affiliation
Global financial crisis,Gold futures,Oil futures,Gas futures
Department of Economics, University of Thessaly, Greece
Biography
Dimitrios G Tsoutsas Department of Economics, University of Thessaly, Greece. His publication include: 1. Alquist R, Kilian L (2010) What do we learn from the price of crude oil futures? J Appl Econ 25: 539-573. 2. Batten JA, Lucey BM (2010) Volatility in the gold futures market. Appl Econ Lett 17: 187-190.
Publications
Research Article Open Access
The Nexus between Stock Indices and Bond Yields in the Recent Hyperinflation Era in Venezuela
Author(s): Dimitrios G Tsoutsas
The aim of this paper is to cast light on the relation between the Bursatil Financial (IBCF) stock index and the long-term (15-year) and longer-term (20-year) government bond yields in Venezuela during the recent hyperinflationary period that was set off in 2009. Weekly data are used and a Vector Error Correction Model specification is employed in order to examine the nexus between the Venezuelan financial sector and the real economy. Results provide evidence of a negative and statistically significant dependence of the stock index by the 15-year and the 20-year government bond yield, whereas the relation the other way round is also negative but weak and non-significant.
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