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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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Forecasting the term structure of government bond yields in unstable environments
Byrne, Joseph P.; Cao, Shuo; Korobilis, Dimitris - In: Journal of empirical finance 44 (2017), pp. 209-225
Persistent link: https://www.econbiz.de/10011818024
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Bond portfolio optimization using dynamic factor models
Caldeira, João F.; Moura, Guilherme Valle; Santos, … - In: Journal of empirical finance 37 (2016), pp. 128-158
Persistent link: https://www.econbiz.de/10011662973
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Out-of-sample bond risk premium predictions : a global common factor
Zhu, Xiaoneng - In: Journal of international money and finance 51 (2015), pp. 155-173
Persistent link: https://www.econbiz.de/10011475246
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CDS-bond basis and bond return predictability
Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337
Persistent link: https://www.econbiz.de/10011664711
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Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
Yin, Ximing; Yang, Ge - In: Journal of empirical finance 77 (2024), pp. 1- 18
Persistent link: https://www.econbiz.de/10014578543
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The economic value of predicting bond risk premia
Sarno, Lucio; Schneider, Paul; Wagner, Christian - In: Journal of empirical finance 37 (2016), pp. 247-267
Persistent link: https://www.econbiz.de/10011663051
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On the predictability of emerging market sovereign credit spreads
Audzeyeva, Alena; Fuertes, Ana María - In: Journal of international money and finance 88 (2018), pp. 140-157
Persistent link: https://www.econbiz.de/10012000882
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Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe; Jasinski, A.; Tokpavi, S. - In: Journal of international money and finance 137 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
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Can credit spreads help predict a yield curve?
Abdymomunov, Azamat; Kang, Kyu Ho; Kim, Ki Jeong - In: Journal of international money and finance 64 (2016), pp. 39-61
Persistent link: https://www.econbiz.de/10011668377