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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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Do bond credit ratings lead to excess comovement?
Raffestin, Louis - In: Journal of banking & finance 85 (2017), pp. 41-55
Persistent link: https://www.econbiz.de/10011816848
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Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko; Carcel, Hector; Gil-Alaña, Luis A.; … - In: Journal of banking & finance 149 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
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Return generating process and the determinants of term premiums
Elton, Edwin J. - In: Journal of banking & finance 20 (1996) 7, pp. 1251-1269
Persistent link: https://www.econbiz.de/10001204894
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The information content in bond model residuals : an empirical study on the Belgian bond market
Sercu, Piet - In: Journal of banking & finance 21 (1997) 5, pp. 685-720
Persistent link: https://www.econbiz.de/10001222184
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Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus; Ou, Yangguoyi - In: Journal of banking & finance 36 (2012) 11, pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
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The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper; Kjær, Mads Markvart; … - In: Journal of banking & finance 155 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014490508
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Level, slope, curvature of the sovereign yield curve, and fiscal behaviour
Afonso, António; Martins, Manuel Mota Freitas - In: Journal of banking & finance 36 (2012) 6, pp. 1789-1807
Persistent link: https://www.econbiz.de/10009616387
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Monetary policy and stock prices : cross-country evidence from cointegrated VAR models
Belke, Ansgar; Beckmann, Joscha - In: Journal of banking & finance 54 (2015), pp. 254-265
Persistent link: https://www.econbiz.de/10011377829
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Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH
Dark, Jonathan - In: Journal of banking & finance 61 (2015) 2, pp. 269-285
Persistent link: https://www.econbiz.de/10011586925