Macroeconomic uncertainty and the distant forward-rate slope
Year of publication: |
2018
|
---|---|
Authors: | Connolly, Robert A. ; Dubofsky, David A. ; Stivers, Christopher T. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 48.2018, p. 140-161
|
Subject: | Treasury term structure | Forward interest rates | Macroeconomic uncertainty | Term risk premia | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Risiko | Risk | Schätzung | Estimation | Staatspapier | Government securities | Wirkungsanalyse | Impact assessment | Makroökonomik | Macroeconomics |
-
Risks in macroeconomic fundamentals and excess bond returns predictability
De Rezende, Rafael B., (2015)
-
Equity tail risk in the treasury bond market
Ruzzi, Dario, (2020)
-
Risks and risk premia in the US Treasury market
Li, Junye, (2024)
- More ...
-
Economic-state variation in uncertainty-yield dynamics
Connolly, Robert A., (2021)
-
Connolly, Robert A., (2006)
-
Commonality in the time-variation of stock-stock and stock-bond return comovements
Connolly, Robert A., (2007)
- More ...