Are long-term bond yields excessively volatile?
Year of publication: |
2001
|
---|---|
Authors: | Zhu, Zhen |
Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 28.2001, 6, p. 433-445
|
Subject: | Anleihe | Bond | Kapitaleinkommen | Capital income | Volatilität | Volatility | Fälligkeit | Maturity | Theorie | Theory | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom | 1802-1990 |
-
Fixed income excess returns and time to maturity
Drakos, Kōnstantinos, (2001)
-
Greenwood, Robin, (2002)
-
The equity premium : stock and bond returns since 1802
Siegel, Jeremy J., (1992)
- More ...
-
Natural gas prices and the gas storage report: Public news and volatility in energy futures markets
Linn, Scott C., (2004)
-
Natural gas prices, LNG transport costs, and the dynamics of LNG imports
Maxwell, Don, (2011)
-
The random walk of stock prices: evidence from a panel of G-7 countries
Zhu, Zhen, (1998)
- More ...