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Financial conditions, macroeconomic factors and disaggregated bond excess returns
Fricke, Christoph; Menkhoff, Lukas - In: Journal of banking & finance 58 (2015), pp. 80-94
Persistent link: https://www.econbiz.de/10011543903
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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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Term structure persistence
Abbritti, Mirko; Gil-Alaña, Luis A.; Lovcha, Yuliya; … - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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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
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The time-varying bond risk premia in China
Zhang, Han; Guo, Bin; Liu, Lanbiao - In: Journal of empirical finance 65 (2022), pp. 51-76
Persistent link: https://www.econbiz.de/10013286400
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Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea; Markovich, Michael; Plazzi, Alberto; … - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
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Forecasting sectorial profitability and credit spreads using bond yields
Saar, Dan; Yagil, Yossi - In: International review of economics & finance : IREF 38 (2015), pp. 29-43
Persistent link: https://www.econbiz.de/10011572333
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Budgetary decomposition and yield spreads
Afonso, António; Jalles, João Tovar - In: Applied economics letters 23 (2016) 13/15, pp. 1093-1098
Persistent link: https://www.econbiz.de/10011629630
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German Mittelstand bonds : yield spreads and liquidity
Utz, Sebastian; Weber, Martina; Wimmer, Maximilian - In: Journal of business economics : JBE 86 (2016) 1/2, pp. 103-129
Persistent link: https://www.econbiz.de/10011666880