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Table 2 List of the stock and government bond indices

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

Country

Type of Market

Government Bond Index

Stock Index

Argentina

Emerging America

Inflation-Adjusted

MERV

Australia

Developed Asia

EFFA

S&P 200

Austria

Developed Europe

EFFA

AUX

Belgium

Developed Europe

EFFA

BFX

Brazil

Emerging America

Inflation-Adjusted

IBOVESPA

Canada

Developed America

EFFA

Toronto 300

Chile

Emerging America

Inflation-Adjusted

IPSA

China

Emerging Asia

Zhongzhai All-value

Shanghai Composite

Czech

Emerging Europe

EFFA

Prague Composite

Denmark

Developed Europe

EFFA

OMX20

Finland

Developed Europe

EFFA

OMX

France

Developed Europe

EFFA

CAC40

Germany

Developed Europe

EFFA

DAC

Greece

Developed Europe

EFFA

ASE Composite

Hungary

Emerging Europe

EFFA

BUX

India

Emerging Asia

Value-weighted Yield

SENSEX30

Indonesia

Emerging Asia

Value-weighted Yield

Jakarta Composite

Ireland

Developed Europe

EFFA

Ireland Composite

Israel

Developed Asia

Inflation-Adjusted

TA100

Italy

Developed Europe

EFFA

FTSEMIB

Japan

Developed Asia

EFFA

Nikkei 225

Korea

Developed Asia

EFFA

Korea Composite

Mexico

Emerging America

Inflation-Adjusted

MXX

Netherlands

Developed Europe

EFFA

AEX

New Zealand

Developed Asia

EFFA

NZ50

Norway

Developed Europe

EFFA

OSEAX

Poland

Emerging Europe

EFFA

WIG20

Portugal

Developed Europe

EFFA

PSI20

Russia

Emerging Europe

Exposure-weighted Price

RTS

South Africa

Emerging Asia

EFFA

JALSH

Spain

Developed Europe

EFFA

IBEX35

Sweden

Developed Europe

EFFA

OMXSPI

Switzerland

Developed Europe

EFFA

SMI

Taiwan

Emerging Asia

Value-weighted Yield

Taiwan Value-added

Thailand

Emerging Asia

Value-weighted Yield

Thailand Composite

Turkey

Emerging Europe

Inflation-Adjusted

Istanbul 30

UK

Developed Europe

EFFA

FTSE 100

US

Developed America

EFFA

S&P 500

Vietnam

Emerging Asia

Value-weighted Yield

VNINDEX