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Evaluating stochastic discount factors from term structure models
Farnsworth, Heber K. - In: Journal of empirical finance 16 (2009) 5, pp. 852-861
Persistent link: https://www.econbiz.de/10003900416
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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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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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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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Burned by leverage? : flows and fragility in bond mutual funds
Molestina Vivar, Luis; Wedow, Michael; Weistroffer, … - In: Journal of empirical finance 72 (2023), pp. 354-380
Persistent link: https://www.econbiz.de/10014476867
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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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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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Capital asset pricing model : a time-varying volatility approach
Kim, Kun Ho; Kim, Taejin - In: Journal of empirical finance 37 (2016), pp. 268-281
Persistent link: https://www.econbiz.de/10011663058
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The short trading day anomaly
Qadan, Mahmoud; Kliger, Doron - In: Journal of empirical finance 38 (2016), pp. 62-80
Persistent link: https://www.econbiz.de/10011663224
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Effects of financial turmoil on financial integration and risk premia in emerging markets
Boubakri, Salem; Couharde, Cécile; Raymond, Hélène - In: Journal of empirical finance 38 (2016), pp. 120-138
Persistent link: https://www.econbiz.de/10011663231