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Journal of empirical finance
NBER working paper series
1,234
Working paper / National Bureau of Economic Research, Inc.
1,075
NBER Working Paper
948
Finance research letters
937
Journal of banking & finance
855
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ECONIS (ZBW)
288
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1
Liquidity and credit premia in the yields of highly-rated sovereign bonds
Ejsing, Jacob Wellendorph
;
Grothe, Magdalena
;
Grothe, Oliver
- In:
Journal of empirical finance
33
(
2015
),
pp. 160-173
Persistent link: https://www.econbiz.de/10011556864
Saved in:
2
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
Saved in:
3
Time-varying integration of the sovereign bond markets in European post-transition economies
Posedel Šimović, Petra
;
Tkalec, Marina
;
Vizek, Maruška
; …
- In:
Journal of empirical finance
36
(
2016
),
pp. 30-40
Persistent link: https://www.econbiz.de/10011662743
Saved in:
4
The geography of the great rebalancing in euro area bond markets during the sovereign debt crisis
Beck, Roland
;
Georgiadis, Georgios
;
Gräb, Johannes
- In:
Journal of empirical finance
38
(
2016
),
pp. 449-460
Persistent link: https://www.econbiz.de/10011664794
Saved in:
5
Empirical analysis of the international public covered bond market
Gürtler, Marc
;
Neelmeier, Philipp
- In:
Journal of empirical finance
46
(
2018
),
pp. 163-181
Persistent link: https://www.econbiz.de/10012103424
Saved in:
6
Enhancing betting against beta with stochastic dominance
Kolokolova, Olga
;
Xu, Xia
- In:
Journal of empirical finance
76
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491900
Saved in:
7
Risk
and return in convertible arbitrage : evidence from the convertible bond market
Agarwal, Vikas
;
Fung, William
;
Loon, Yee Cheng
;
Naik, …
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 175-194
Persistent link: https://www.econbiz.de/10009301134
Saved in:
8
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
Saved in:
9
Sovereign bond-backed securities : a VAR-for-VaR and marginal expected shortfall assessment
Sola Perea, Maite de
;
Dunne, Peter G.
;
Puhl, Martin
; …
- In:
Journal of empirical finance
53
(
2019
),
pp. 33-52
Persistent link: https://www.econbiz.de/10012171680
Saved in:
10
Consumption
risk
and the cross-section of government bond returns
Abhyankar, Abhay
;
Klinkowska, Olga
;
Lee, Soyeon
- In:
Journal of empirical finance
32
(
2015
),
pp. 180-200
Persistent link: https://www.econbiz.de/10011556815
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