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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Auckenthaler, Julia"
~person:"Gupta, Rangan"
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Search: subject_exact:"Yield curve"
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Risikoprämie
3
Risk premium
3
Yield curve
3
Zinsstruktur
3
Anleihe
2
Bond
2
Capital income
2
Kapitaleinkommen
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Public bond
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Volatility
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Volatilität
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Öffentliche Anleihe
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Bond market
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Bond returns and volatility
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Break-even inflation rate
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Börsenkurs
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Conditional term spreads
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Estimation
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Großbritannien
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Higher-order nonparametric causality-in-quantiles test
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Hypothetical bond yields
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Index-linked bond
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Indexanleihe
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Indexation
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Indexbindung
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Inflation
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Inflation expectations
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Inflation risk premium
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Inflation-linked bonds
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Inflationserwartung
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Inflationsrate
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Liquidity
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Liquidity premium
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Liquidität
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Nichtparametrisches Verfahren
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Nonparametric causality-in-quantiles test
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Nonparametric statistics
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Oil price
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Auckenthaler, Julia
Gupta, Rangan
Guo, Bin
3
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Kozicki, Sharon
3
Tinsley, Peter A.
3
Driffill, John
2
Grasselli, Martino
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Holmes, Mark J.
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Lange, Ronald H.
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Li, Kai
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Lin, Shih-kuei
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Otero, Jesús G.
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Wohar, Mark E.
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Aguiar-Conraria, Luís
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Aharon, David Y.
1
Alfeus, Mesias
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Aliyu, Victoria O.
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Almeida, Caio
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Amilon, Henrik
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Ang, Andrew
1
Argyropoulos, Efthymios
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Balcilar, Mehmet
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Barbedo, Claudio Henrique da Silveira
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Bekaert, Geert
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Benbouzid, Nadia
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Bianchi, Robert
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Boneva, Lena
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Bouakez, Hafedh
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Bundick, Brent
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Cakici, Nusret
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Journal of economic dynamics & control
The North American journal of economics and finance : a journal of financial economics studies
International journal of finance & economics : IJFE
3
International review of economics & finance : IREF
3
Finance research letters
2
Annals of financial economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working papers in economics and statistics
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ECONIS (ZBW)
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1
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
2
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
3
The impact of liquidity on inflation-linked bonds : a hypothetical indexed bonds approach
Auckenthaler, Julia
;
Kupfer, Alexander
;
Sendlhofer, Rupert
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 139-154
Persistent link: https://www.econbiz.de/10011514457
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