Investor sentiment and bond risk premia : evidence from China
Year of publication: |
2019
|
---|---|
Authors: | Lee, Kiryoung ; Kim, Minki |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 4, p. 915-933
|
Subject: | bond risk premia | China bond market | investor sentiment | return-forecasting factor | China | Risikoprämie | Risk premium | Anlageverhalten | Behavioural finance | Rentenmarkt | Bond market | Zinsstruktur | Yield curve | Anleihe | Bond | Kapitaleinkommen | Capital income |
-
Investor sentiment and bond risk premia
Laborda, Ricardo, (2014)
-
The time-varying bond risk premia in China
Zhang, Han, (2022)
-
Interest rates under falling stars
Bauer, Michael D., (2017)
- More ...
-
Chinese Consumption Shocks and U.S. Equity Returns
Kim, Minki, (2022)
-
Which uncertainty measures matter for the cross-section of stock returns?
Lee, Kiryoung, (2022)
-
Twitter-based Chinese economic policy uncertainty
Lee, Kiryoung, (2023)
- More ...