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On the factor structure of bond returns
Crump, Richard K.; Gospodinov, Nikolaj - In: Econometrica : journal of the Econometric Society, an … 90 (2022) 1, pp. 295-314
Persistent link: https://www.econbiz.de/10012821679
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JGBs' chronically low nominal yields : a VEC approach
Akram, Tanweer; Li, Huiqing - In: Applied economics 52 (2020) 53, pp. 5873-5893
Persistent link: https://www.econbiz.de/10012308338
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Bond risk premia and Gaussian term structure models
Feunou, Bruno; Fontaine, Jean-Sébastien - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1413-1439
Persistent link: https://www.econbiz.de/10011847256
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Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
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Secular economic changes and bond yields
Feunou, Bruno; Fontaine, Jean-Sébastien - In: The review of economics and statistics 105 (2023) 2, pp. 408-424
Persistent link: https://www.econbiz.de/10014295668