Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The impact of the financial crisis on the long-range memory of European
  corporate bond and stock markets   This paper investigates the presence of long memory in corporate bond and
stock indices of six European Union countries from July 1998 to February 2015.
We compute the Hurst exponent by means of the DFA method and using a sliding
window in order to measure long range dependence. We detect that Hurst
exponents behave differently in the stock and bond markets, being smoother in
the stock indices than in the bond indices. We verify that the level of
informational efficiency is time-varying. Moreover we find an asymmetric impact
of the 2008 financial crisis in the fixed income and the stock markets,
affecting the former but not the latter. Similar results are obtained using the
R/S method.

30
The categories of this paper are: q-alg
14
The categories of this paper are: math-ph
23
The categories of this paper are: solv-int
35
The categories of this paper are: mtrl-th
26
The categories of this paper are: bayes-an
24
The categories of this paper are: dg-ga
36
The categories of this paper are: cmp-lg
7
The categories of this paper are: hep-th
20
The categories of this paper are: acc-phys
0
The categories of this paper are: hep-ph
25
The categories of this paper are: patt-sol
21
The categories of this paper are: adap-org
8
The categories of this paper are: hep-ex
37
The categories of this paper are: supr-con
13
The categories of this paper are: quant-ph
4
The categories of this paper are: cond-mat